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 | 2.87% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 206,000 CHF | 70,667 CHF | 99.27% | 99.27% |
12/07/2024 | 2.78% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 213,139 CHF | 73,047 CHF | 99.27% | 99.27% |
11/07/2024 | 2.91% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 203,258 CHF | 69,753 CHF | 99.27% | 99.27% |
10/07/2024 | 2.71% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 218,860 CHF | 74,953 CHF | 99.27% | 99.27% |
09/07/2024 | 2.58% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 229,703 CHF | 78,568 CHF | 99.27% | 99.27% |
08/07/2024 | 2.60% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 227,951 CHF | 77,984 CHF | 99.21% | 99.21% |
05/07/2024 | 2.57% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 230,760 CHF | 78,920 CHF | 99.27% | 99.27% |
04/07/2024 | 2.57% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 230,586 CHF | 78,862 CHF | 99.27% | 99.27% |
03/07/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 221,088 CHF | 75,696 CHF | 99.27% | 99.27% |
02/07/2024 | 2.76% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 214,782 CHF | 73,594 CHF | 99.26% | 99.26% |