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% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 257,235 CHF | 88,245 CHF | 99.72% | 99.72% |
12/07/2024 | 2.67% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 601,401 | 200,467 | 222,280 CHF | 76,098 CHF | 99.71% | 99.71% |
11/07/2024 | 2.91% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 749,520 | 249,840 | 254,264 CHF | 87,253 CHF | 99.01% | 99.01% |
10/07/2024 | 3.07% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 240,924 CHF | 82,808 CHF | 99.56% | 99.56% |
09/07/2024 | 3.18% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 232,087 CHF | 79,862 CHF | 99.55% | 99.55% |
08/07/2024 | 3.00% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 246,526 CHF | 84,675 CHF | 99.58% | 99.58% |
05/07/2024 | 3.08% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 239,527 CHF | 82,343 CHF | 99.56% | 99.56% |
04/07/2024 | 3.09% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 239,153 CHF | 82,218 CHF | 99.58% | 99.58% |
03/07/2024 | 2.76% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 645,064 | 215,021 | 229,784 CHF | 78,745 CHF | 99.57% | 99.57% |
02/07/2024 | 2.74% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 721,820 | 240,607 | 259,419 CHF | 88,879 CHF | 99.31% | 99.31% |