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 | 3.30% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 477,522 | 159,174 | 142,052 CHF | 48,943 CHF | 99.53% | 99.53% |
12/07/2024 | 3.47% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 583,480 | 194,493 | 164,894 CHF | 56,910 CHF | 97.72% | 97.72% |
11/07/2024 | 3.80% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 155,140 CHF | 53,713 CHF | 99.43% | 99.43% |
10/07/2024 | 3.81% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 154,435 CHF | 53,478 CHF | 94.55% | 94.55% |
09/07/2024 | 3.66% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 160,929 CHF | 55,643 CHF | 99.15% | 99.15% |
08/07/2024 | 3.35% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 501,506 | 167,169 | 146,706 CHF | 50,574 CHF | 98.90% | 98.90% |
05/07/2024 | 3.47% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 169,895 CHF | 58,632 CHF | 99.58% | 99.58% |
04/07/2024 | 3.39% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 173,984 CHF | 59,995 CHF | 99.57% | 99.57% |
03/07/2024 | 3.49% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 169,195 CHF | 58,398 CHF | 99.49% | 99.49% |
02/07/2024 | 3.46% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 170,660 CHF | 58,887 CHF | 99.52% | 99.52% |