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 | 3.15% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 234,497 CHF | 80,666 CHF | 99.39% | 99.39% |
12/07/2024 | 2.98% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 247,706 CHF | 85,069 CHF | 99.33% | 99.33% |
11/07/2024 | 2.93% | 0.32 CHF | 0.33 CHF | 900,000 | 300,000 | 750,013 | 250,004 | 251,903 CHF | 86,468 CHF | 98.99% | 98.99% |
10/07/2024 | 3.28% | 0.32 CHF | 0.33 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 270,490 CHF | 93,164 CHF | 99.43% | 99.43% |
09/07/2024 | 3.43% | 0.28 CHF | 0.29 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 257,701 CHF | 88,900 CHF | 99.35% | 99.35% |
08/07/2024 | 3.35% | 0.29 CHF | 0.30 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 264,775 CHF | 91,258 CHF | 99.35% | 99.35% |
05/07/2024 | 3.66% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 241,130 CHF | 83,377 CHF | 99.36% | 99.36% |
04/07/2024 | 3.78% | 0.27 CHF | 0.28 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 234,048 CHF | 81,016 CHF | 99.37% | 99.37% |
03/07/2024 | 3.82% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 231,190 CHF | 80,063 CHF | 99.35% | 99.35% |
02/07/2024 | 3.66% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 241,151 CHF | 83,384 CHF | 99.30% | 99.30% |