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 | 2.07% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 214,913 CHF | 73,138 CHF | 93.48% | 93.48% |
12/07/2024 | 2.07% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 215,088 CHF | 73,196 CHF | 93.23% | 93.23% |
11/07/2024 | 2.20% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 202,616 CHF | 69,039 CHF | 94.61% | 94.61% |
10/07/2024 | 2.11% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 210,961 CHF | 71,821 CHF | 96.16% | 96.16% |
09/07/2024 | 1.96% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 228,028 CHF | 77,509 CHF | 91.38% | 91.38% |
08/07/2024 | 1.95% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 228,386 CHF | 77,629 CHF | 95.80% | 95.80% |
05/07/2024 | 1.91% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 233,569 CHF | 79,357 CHF | 92.55% | 92.55% |
04/07/2024 | 1.94% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 230,135 CHF | 78,212 CHF | 90.49% | 90.49% |
03/07/2024 | 1.95% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 228,643 CHF | 77,714 CHF | 96.84% | 96.84% |
02/07/2024 | 1.84% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 242,484 CHF | 82,328 CHF | 94.81% | 94.81% |