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% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 180,738 CHF | 62,246 CHF | 99.27% | 99.27% |
12/07/2024 | 3.12% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 190,125 CHF | 65,375 CHF | 99.27% | 99.27% |
11/07/2024 | 3.23% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 183,095 CHF | 63,032 CHF | 99.27% | 99.27% |
10/07/2024 | 3.63% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 162,463 CHF | 56,154 CHF | 99.27% | 99.27% |
09/07/2024 | 3.47% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 170,121 CHF | 58,707 CHF | 99.27% | 99.27% |
08/07/2024 | 3.80% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 155,032 CHF | 53,677 CHF | 99.24% | 99.24% |
05/07/2024 | 4.08% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 144,125 CHF | 50,042 CHF | 99.27% | 99.27% |
04/07/2024 | 3.42% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 172,641 CHF | 59,547 CHF | 99.27% | 99.27% |
03/07/2024 | 3.44% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 171,375 CHF | 59,125 CHF | 99.27% | 99.27% |
02/07/2024 | 3.57% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 165,323 CHF | 57,108 CHF | 99.27% | 99.27% |