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 | 3.92% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 187,584 CHF | 65,028 CHF | 99.29% | 99.29% |
12/07/2024 | 3.75% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 196,243 CHF | 67,914 CHF | 99.33% | 99.33% |
11/07/2024 | 4.06% | 0.24 CHF | 0.25 CHF | 900,000 | 300,000 | 856,251 | 285,417 | 206,225 CHF | 71,596 CHF | 99.32% | 99.32% |
10/07/2024 | 3.84% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 752,146 | 250,715 | 191,965 CHF | 66,495 CHF | 99.32% | 99.32% |
09/07/2024 | 3.76% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,564 | 250,188 | 196,026 CHF | 67,844 CHF | 99.35% | 99.35% |
08/07/2024 | 3.10% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 238,576 CHF | 82,025 CHF | 99.38% | 99.38% |
05/07/2024 | 2.92% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 253,571 CHF | 87,024 CHF | 99.31% | 99.31% |
04/07/2024 | 2.91% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 253,952 CHF | 87,151 CHF | 99.37% | 99.37% |
03/07/2024 | 3.07% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 240,721 CHF | 82,740 CHF | 99.38% | 99.38% |
02/07/2024 | 3.28% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 225,452 CHF | 77,651 CHF | 99.38% | 99.38% |