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 | 2.13% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 209,485 CHF | 71,328 CHF | 99.51% | 99.51% |
12/07/2024 | 2.15% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 207,166 CHF | 70,556 CHF | 99.23% | 99.23% |
11/07/2024 | 2.03% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 219,357 CHF | 74,619 CHF | 98.92% | 98.92% |
10/07/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 220,003 CHF | 74,834 CHF | 99.15% | 99.15% |
09/07/2024 | 2.09% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 213,502 CHF | 72,667 CHF | 98.57% | 98.57% |
08/07/2024 | 2.14% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 208,263 CHF | 70,921 CHF | 98.38% | 98.38% |
05/07/2024 | 2.15% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 206,892 CHF | 70,464 CHF | 93.66% | 93.66% |
04/07/2024 | 2.20% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 202,015 CHF | 68,838 CHF | 97.84% | 97.84% |
03/07/2024 | 2.11% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 210,626 CHF | 71,709 CHF | 98.56% | 98.56% |
02/07/2024 | 2.04% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 218,848 CHF | 74,449 CHF | 99.42% | 99.42% |