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 | 3.27% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 225,833 CHF | 77,778 CHF | 99.34% | 99.34% |
12/07/2024 | 3.14% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 235,001 CHF | 80,834 CHF | 99.24% | 99.24% |
11/07/2024 | 3.37% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 752,174 | 250,725 | 219,569 CHF | 75,697 CHF | 99.29% | 99.29% |
10/07/2024 | 3.22% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 229,407 CHF | 78,969 CHF | 99.37% | 99.37% |
09/07/2024 | 3.16% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 233,559 CHF | 80,353 CHF | 99.35% | 99.35% |
08/07/2024 | 2.68% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 276,355 CHF | 94,618 CHF | 99.37% | 99.37% |
05/07/2024 | 2.55% | 0.37 CHF | 0.38 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 291,015 CHF | 99,505 CHF | 99.39% | 99.39% |
04/07/2024 | 2.54% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 291,282 CHF | 99,594 CHF | 99.37% | 99.37% |
03/07/2024 | 2.66% | 0.37 CHF | 0.38 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 277,707 CHF | 95,069 CHF | 99.37% | 99.37% |
02/07/2024 | 2.83% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 261,897 CHF | 89,799 CHF | 99.39% | 99.39% |