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 | 3.51% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 210,174 CHF | 72,558 CHF | 99.49% | 99.49% |
12/07/2024 | 3.18% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 729,532 | 243,177 | 225,475 CHF | 77,590 CHF | 99.69% | 99.69% |
11/07/2024 | 3.53% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 208,729 CHF | 72,076 CHF | 98.98% | 98.98% |
10/07/2024 | 3.76% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 195,623 CHF | 67,708 CHF | 99.56% | 99.56% |
09/07/2024 | 3.93% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 187,007 CHF | 64,836 CHF | 99.58% | 99.58% |
08/07/2024 | 3.68% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 200,351 CHF | 69,284 CHF | 99.57% | 99.57% |
05/07/2024 | 3.87% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 190,263 CHF | 65,921 CHF | 99.44% | 99.44% |
04/07/2024 | 3.84% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 191,863 CHF | 66,454 CHF | 99.58% | 99.58% |
03/07/2024 | 3.34% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 221,661 CHF | 76,387 CHF | 99.50% | 99.50% |
02/07/2024 | 3.31% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 223,020 CHF | 76,840 CHF | 99.30% | 99.30% |