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 | 3.32% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 222,623 CHF | 76,708 CHF | 99.27% | 99.27% |
12/07/2024 | 3.21% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 229,939 CHF | 79,147 CHF | 99.27% | 99.27% |
11/07/2024 | 3.07% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 240,380 CHF | 82,627 CHF | 99.27% | 99.27% |
10/07/2024 | 3.27% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 225,689 CHF | 77,730 CHF | 99.27% | 99.27% |
09/07/2024 | 3.47% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 212,232 CHF | 73,244 CHF | 99.27% | 99.27% |
08/07/2024 | 3.30% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 223,820 CHF | 77,107 CHF | 99.25% | 99.25% |
05/07/2024 | 3.41% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 216,334 CHF | 74,612 CHF | 99.27% | 99.27% |
04/07/2024 | 3.48% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 211,759 CHF | 73,086 CHF | 99.27% | 99.27% |
03/07/2024 | 4.07% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 180,876 CHF | 62,792 CHF | 99.27% | 99.27% |
02/07/2024 | 3.89% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 189,163 CHF | 65,554 CHF | 99.27% | 99.27% |