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% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 126,230 CHF | 43,577 CHF | 99.27% | 99.27% |
12/07/2024 | 3.29% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 302,984 | 100,995 | 90,562 CHF | 31,197 CHF | 99.27% | 99.27% |
11/07/2024 | 3.27% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 410,903 | 136,968 | 123,672 CHF | 42,594 CHF | 99.27% | 99.27% |
10/07/2024 | 3.39% | 0.31 CHF | 0.32 CHF | 300,000 | 100,000 | 439,156 | 146,385 | 127,275 CHF | 43,889 CHF | 99.27% | 99.27% |
09/07/2024 | 3.64% | 0.28 CHF | 0.29 CHF | 450,000 | 150,000 | 449,994 | 150,000 | 121,410 CHF | 41,971 CHF | 99.27% | 99.27% |
08/07/2024 | 3.80% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 116,268 CHF | 40,256 CHF | 99.25% | 99.25% |
05/07/2024 | 3.82% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 115,494 CHF | 39,998 CHF | 99.27% | 99.27% |
04/07/2024 | 3.76% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 117,575 CHF | 40,692 CHF | 99.27% | 99.27% |
03/07/2024 | 3.80% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 116,229 CHF | 40,243 CHF | 99.27% | 99.27% |
02/07/2024 | 3.83% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 115,263 CHF | 39,921 CHF | 99.27% | 99.27% |