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 | 3.84% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 749,226 | 249,742 | 192,029 CHF | 66,507 CHF | 99.56% | 99.56% |
12/07/2024 | 4.52% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 162,369 CHF | 56,623 CHF | 99.46% | 99.46% |
11/07/2024 | 3.73% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 749,748 | 249,916 | 197,434 CHF | 68,310 CHF | 99.14% | 99.14% |
10/07/2024 | 3.16% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 187,045 CHF | 64,348 CHF | 99.60% | 99.60% |
09/07/2024 | 3.17% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 186,189 CHF | 64,063 CHF | 99.59% | 99.59% |
08/07/2024 | 3.82% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 734,851 | 244,950 | 188,834 CHF | 65,394 CHF | 99.58% | 99.58% |
05/07/2024 | 4.41% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 166,501 CHF | 58,000 CHF | 99.28% | 99.28% |
04/07/2024 | 4.23% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 173,484 CHF | 60,328 CHF | 99.55% | 99.55% |
03/07/2024 | 4.24% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 173,311 CHF | 60,270 CHF | 99.59% | 99.59% |
02/07/2024 | 3.72% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 197,875 CHF | 68,458 CHF | 99.57% | 99.57% |