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 | 2.81% | 0.33 CHF | 0.34 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 316,325 CHF | 108,442 CHF | 91.41% | 91.41% |
12/07/2024 | 2.77% | 0.37 CHF | 0.38 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 320,938 CHF | 109,979 CHF | 94.14% | 94.14% |
11/07/2024 | 2.90% | 0.35 CHF | 0.36 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 305,631 CHF | 104,877 CHF | 92.88% | 92.88% |
10/07/2024 | 2.88% | 0.34 CHF | 0.35 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 308,490 CHF | 105,830 CHF | 89.28% | 89.28% |
09/07/2024 | 3.00% | 0.33 CHF | 0.34 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 295,294 CHF | 101,431 CHF | 92.54% | 92.54% |
08/07/2024 | 2.78% | 0.35 CHF | 0.36 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 319,016 CHF | 109,339 CHF | 90.95% | 90.95% |
05/07/2024 | 2.73% | 0.35 CHF | 0.36 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 325,728 CHF | 111,576 CHF | 98.60% | 98.60% |
04/07/2024 | 3.08% | 0.33 CHF | 0.34 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 287,983 CHF | 98,994 CHF | 88.96% | 88.96% |
03/07/2024 | 3.17% | 0.31 CHF | 0.32 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 279,703 CHF | 96,235 CHF | 93.85% | 93.85% |
02/07/2024 | 3.30% | 0.30 CHF | 0.31 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 268,383 CHF | 92,461 CHF | 95.43% | 95.43% |