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 | 3.02% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 146,971 CHF | 50,490 CHF | 94.84% | 94.84% |
12/07/2024 | 2.90% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 152,975 CHF | 52,492 CHF | 99.15% | 99.15% |
11/07/2024 | 2.82% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 157,310 CHF | 53,937 CHF | 98.14% | 98.14% |
10/07/2024 | 2.42% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 183,710 CHF | 62,737 CHF | 99.33% | 99.33% |
09/07/2024 | 2.19% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 203,595 CHF | 69,365 CHF | 99.36% | 99.36% |
08/07/2024 | 2.33% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 191,242 CHF | 65,248 CHF | 98.69% | 98.69% |
05/07/2024 | 2.21% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 201,773 CHF | 68,758 CHF | 98.79% | 98.79% |
04/07/2024 | 2.24% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 198,665 CHF | 67,722 CHF | 99.37% | 99.37% |
03/07/2024 | 2.26% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 197,490 CHF | 67,330 CHF | 99.39% | 99.39% |
02/07/2024 | 2.29% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 194,231 CHF | 66,244 CHF | 99.20% | 99.20% |