Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 2.32% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 191,738 CHF | 65,413 CHF | 90.14% | 90.14% |
12/07/2024 | 2.26% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 196,708 CHF | 67,069 CHF | 97.58% | 97.58% |
11/07/2024 | 2.35% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 189,114 CHF | 64,538 CHF | 95.77% | 95.77% |
10/07/2024 | 2.35% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 189,462 CHF | 64,654 CHF | 95.45% | 95.45% |
09/07/2024 | 2.44% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 182,079 CHF | 62,193 CHF | 96.72% | 96.72% |
08/07/2024 | 2.19% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 203,175 CHF | 69,225 CHF | 96.25% | 96.25% |
05/07/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 197,943 CHF | 67,481 CHF | 91.91% | 91.91% |
04/07/2024 | 2.32% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 192,093 CHF | 65,531 CHF | 88.83% | 88.83% |
03/07/2024 | 2.45% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 181,803 CHF | 62,101 CHF | 94.33% | 94.33% |
02/07/2024 | 2.55% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 174,472 CHF | 59,657 CHF | 95.90% | 95.90% |