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 | 1.94% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 229,652 CHF | 78,051 CHF | 99.27% | 99.27% |
12/07/2024 | 2.07% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 215,282 CHF | 73,261 CHF | 99.27% | 99.27% |
11/07/2024 | 2.02% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 220,176 CHF | 74,892 CHF | 99.27% | 99.27% |
10/07/2024 | 2.10% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 212,533 CHF | 72,345 CHF | 99.27% | 99.27% |
09/07/2024 | 2.04% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 218,845 CHF | 74,448 CHF | 99.27% | 99.27% |
08/07/2024 | 2.25% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 198,005 CHF | 67,502 CHF | 99.24% | 99.24% |
05/07/2024 | 2.38% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 186,598 CHF | 63,699 CHF | 99.27% | 99.27% |
04/07/2024 | 2.07% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 214,867 CHF | 73,122 CHF | 99.27% | 99.27% |
03/07/2024 | 2.11% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 211,171 CHF | 71,890 CHF | 99.27% | 99.27% |
02/07/2024 | 2.12% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 210,582 CHF | 71,694 CHF | 99.27% | 99.27% |