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 | 3.50% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 210,768 CHF | 72,756 CHF | 94.05% | 94.05% |
12/07/2024 | 3.24% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 227,548 CHF | 78,349 CHF | 94.34% | 94.34% |
11/07/2024 | 3.41% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 216,592 CHF | 74,697 CHF | 94.49% | 94.49% |
10/07/2024 | 3.73% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 771,002 | 257,001 | 202,680 CHF | 70,130 CHF | 97.19% | 97.19% |
09/07/2024 | 3.79% | 0.25 CHF | 0.26 CHF | 900,000 | 300,000 | 801,178 | 267,059 | 207,426 CHF | 71,813 CHF | 97.62% | 97.62% |
08/07/2024 | 3.67% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 760,026 | 253,342 | 203,446 CHF | 70,349 CHF | 95.94% | 95.94% |
05/07/2024 | 3.56% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 207,172 CHF | 71,557 CHF | 94.81% | 94.81% |
04/07/2024 | 3.62% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 203,315 CHF | 70,272 CHF | 94.70% | 94.70% |
03/07/2024 | 3.78% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 860,978 | 286,993 | 223,569 CHF | 77,393 CHF | 97.41% | 97.41% |
02/07/2024 | 3.78% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 889,070 | 296,357 | 231,058 CHF | 79,983 CHF | 96.33% | 96.33% |