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 | 4.10% | 0.24 CHF | 0.25 CHF | 900,000 | 300,000 | 814,888 | 271,629 | 194,374 CHF | 67,508 CHF | 94.36% | 94.36% |
12/07/2024 | 3.79% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 194,290 CHF | 67,263 CHF | 94.75% | 94.75% |
11/07/2024 | 4.03% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 791,941 | 263,980 | 192,281 CHF | 66,734 CHF | 94.48% | 94.48% |
10/07/2024 | 4.41% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 199,663 CHF | 69,554 CHF | 97.24% | 97.24% |
09/07/2024 | 4.48% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 196,365 CHF | 68,455 CHF | 97.84% | 97.84% |
08/07/2024 | 4.33% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 873,762 | 291,254 | 197,138 CHF | 68,625 CHF | 95.94% | 95.94% |
05/07/2024 | 4.22% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 883,680 | 294,560 | 204,853 CHF | 71,230 CHF | 94.79% | 94.79% |
04/07/2024 | 4.28% | 0.23 CHF | 0.24 CHF | 900,000 | 300,000 | 893,914 | 297,971 | 204,488 CHF | 71,142 CHF | 94.70% | 94.70% |
03/07/2024 | 4.47% | 0.23 CHF | 0.24 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 196,895 CHF | 68,632 CHF | 97.29% | 97.29% |
02/07/2024 | 4.46% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 197,481 CHF | 68,827 CHF | 96.32% | 96.32% |