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 | 4.81% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 152,389 CHF | 53,296 CHF | 94.80% | 94.80% |
12/07/2024 | 4.52% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 162,188 CHF | 56,563 CHF | 99.26% | 99.26% |
11/07/2024 | 4.43% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 165,742 CHF | 57,747 CHF | 98.11% | 98.11% |
10/07/2024 | 3.81% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 604,883 | 201,628 | 155,615 CHF | 53,888 CHF | 99.35% | 99.35% |
09/07/2024 | 3.57% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 165,372 CHF | 57,124 CHF | 99.41% | 99.41% |
08/07/2024 | 3.87% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 151,923 CHF | 52,641 CHF | 98.72% | 98.72% |
05/07/2024 | 3.60% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 163,625 CHF | 56,542 CHF | 98.83% | 98.83% |
04/07/2024 | 3.65% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 161,461 CHF | 55,820 CHF | 99.37% | 99.37% |
03/07/2024 | 3.72% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 158,202 CHF | 54,734 CHF | 99.28% | 99.28% |
02/07/2024 | 3.78% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 155,711 CHF | 53,904 CHF | 99.28% | 99.28% |