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 | 2.16% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 275,361 CHF | 93,787 CHF | 99.70% | 99.70% |
12/07/2024 | 2.02% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 294,658 CHF | 100,219 CHF | 99.71% | 99.71% |
11/07/2024 | 2.18% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 271,735 CHF | 92,579 CHF | 98.99% | 98.99% |
10/07/2024 | 2.30% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 258,494 CHF | 88,165 CHF | 99.59% | 99.59% |
09/07/2024 | 2.37% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 250,045 CHF | 85,348 CHF | 99.58% | 99.58% |
08/07/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 263,389 CHF | 89,796 CHF | 99.56% | 99.56% |
05/07/2024 | 2.35% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 252,716 CHF | 86,239 CHF | 99.51% | 99.51% |
04/07/2024 | 2.34% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 253,704 CHF | 86,568 CHF | 99.56% | 99.56% |
03/07/2024 | 2.09% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 284,956 CHF | 96,985 CHF | 99.50% | 99.50% |
02/07/2024 | 2.08% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 285,393 CHF | 97,131 CHF | 99.29% | 99.29% |