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 | 2.81% | 0.36 CHF | 0.37 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 315,998 CHF | 108,333 CHF | 99.45% | 99.45% |
12/07/2024 | 2.89% | 0.36 CHF | 0.37 CHF | 900,000 | 300,000 | 912,133 | 312,133 | 311,331 CHF | 109,503 CHF | 99.51% | 99.51% |
11/07/2024 | 2.38% | 0.38 CHF | 0.39 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 374,549 CHF | 127,850 CHF | 99.32% | 99.32% |
10/07/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 394,702 CHF | 134,567 CHF | 99.45% | 99.45% |
09/07/2024 | 2.20% | 0.45 CHF | 0.46 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 404,175 CHF | 137,725 CHF | 86.54% | 86.54% |
08/07/2024 | 2.25% | 0.46 CHF | 0.47 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 395,577 CHF | 134,859 CHF | 99.40% | 99.40% |
05/07/2024 | 2.26% | 0.46 CHF | 0.47 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 394,758 CHF | 134,586 CHF | 99.36% | 99.36% |
04/07/2024 | 2.24% | 0.45 CHF | 0.46 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 396,986 CHF | 135,329 CHF | 99.57% | 99.57% |
03/07/2024 | 2.12% | 0.46 CHF | 0.47 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 419,976 CHF | 142,992 CHF | 99.48% | 99.48% |
02/07/2024 | 2.05% | 0.49 CHF | 0.50 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 434,152 CHF | 147,717 CHF | 99.54% | 99.54% |