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% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 179,151 CHF | 61,717 CHF | 99.33% | 99.33% |
12/07/2024 | 3.52% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 625,406 | 208,469 | 174,311 CHF | 60,188 CHF | 99.27% | 99.27% |
11/07/2024 | 3.60% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 204,762 CHF | 70,754 CHF | 99.34% | 99.34% |
10/07/2024 | 3.09% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 621,331 | 207,110 | 197,917 CHF | 68,044 CHF | 99.38% | 99.38% |
09/07/2024 | 2.90% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 204,365 CHF | 70,122 CHF | 99.36% | 99.36% |
08/07/2024 | 3.00% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 196,970 CHF | 67,657 CHF | 99.36% | 99.36% |
05/07/2024 | 2.64% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 224,351 CHF | 76,784 CHF | 99.31% | 99.31% |
04/07/2024 | 2.55% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 232,052 CHF | 79,351 CHF | 99.38% | 99.38% |
03/07/2024 | 2.51% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 235,915 CHF | 80,638 CHF | 99.37% | 99.37% |
02/07/2024 | 2.64% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 223,960 CHF | 76,653 CHF | 99.30% | 99.30% |