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 | 2.36% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 680,018 | 226,673 | 284,726 CHF | 97,176 CHF | 99.29% | 99.29% |
12/07/2024 | 2.24% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 265,154 CHF | 90,385 CHF | 99.44% | 99.44% |
11/07/2024 | 2.21% | 0.43 CHF | 0.44 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 335,056 CHF | 114,185 CHF | 99.21% | 99.21% |
10/07/2024 | 2.44% | 0.43 CHF | 0.44 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 303,624 CHF | 103,708 CHF | 99.37% | 99.37% |
09/07/2024 | 2.55% | 0.38 CHF | 0.39 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 290,894 CHF | 99,465 CHF | 99.40% | 99.40% |
08/07/2024 | 2.49% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 297,415 CHF | 101,638 CHF | 99.38% | 99.38% |
05/07/2024 | 2.70% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 274,280 CHF | 93,927 CHF | 99.30% | 99.30% |
04/07/2024 | 2.77% | 0.37 CHF | 0.38 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 267,082 CHF | 91,528 CHF | 99.38% | 99.38% |
03/07/2024 | 2.80% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 263,948 CHF | 90,483 CHF | 99.37% | 99.37% |
02/07/2024 | 2.69% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 274,748 CHF | 94,083 CHF | 99.38% | 99.38% |