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 | 2.77% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 213,998 CHF | 73,333 CHF | 99.59% | 99.59% |
12/07/2024 | 2.72% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 217,687 CHF | 74,562 CHF | 99.59% | 99.59% |
11/07/2024 | 2.74% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 216,451 CHF | 74,150 CHF | 99.20% | 99.20% |
10/07/2024 | 2.74% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 216,224 CHF | 74,075 CHF | 99.60% | 99.60% |
09/07/2024 | 2.74% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 216,169 CHF | 74,057 CHF | 99.59% | 99.59% |
08/07/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 220,803 CHF | 75,601 CHF | 99.58% | 99.58% |
05/07/2024 | 2.44% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 243,325 CHF | 83,109 CHF | 99.57% | 99.57% |
04/07/2024 | 2.37% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 249,791 CHF | 85,264 CHF | 99.37% | 99.37% |
03/07/2024 | 2.51% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 235,690 CHF | 80,563 CHF | 99.58% | 99.58% |
02/07/2024 | 2.41% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 245,887 CHF | 83,962 CHF | 99.59% | 99.59% |