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 | 4.44% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 165,212 CHF | 57,571 CHF | 99.59% | 99.59% |
12/07/2024 | 4.35% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 168,889 CHF | 58,797 CHF | 99.61% | 99.61% |
11/07/2024 | 4.35% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 753,011 | 251,004 | 169,386 CHF | 58,972 CHF | 99.55% | 99.55% |
10/07/2024 | 4.31% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 170,308 CHF | 59,269 CHF | 99.62% | 99.62% |
09/07/2024 | 4.35% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 168,762 CHF | 58,754 CHF | 99.59% | 99.59% |
08/07/2024 | 4.25% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 172,850 CHF | 60,117 CHF | 99.58% | 99.58% |
05/07/2024 | 3.78% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 194,757 CHF | 67,419 CHF | 99.46% | 99.46% |
04/07/2024 | 3.66% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 201,430 CHF | 69,643 CHF | 99.37% | 99.37% |
03/07/2024 | 3.90% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 188,822 CHF | 65,441 CHF | 99.59% | 99.59% |
02/07/2024 | 3.69% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 199,422 CHF | 68,974 CHF | 99.58% | 99.58% |