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 | 2.24% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 198,743 CHF | 67,748 CHF | 99.27% | 99.27% |
12/07/2024 | 2.26% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 197,160 CHF | 67,220 CHF | 99.27% | 99.27% |
11/07/2024 | 2.17% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 205,207 CHF | 69,902 CHF | 99.26% | 99.26% |
10/07/2024 | 2.23% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 199,659 CHF | 68,053 CHF | 99.27% | 99.27% |
09/07/2024 | 2.26% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 197,327 CHF | 67,276 CHF | 99.27% | 99.27% |
08/07/2024 | 2.44% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 182,494 CHF | 62,331 CHF | 99.24% | 99.24% |
05/07/2024 | 2.26% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 197,162 CHF | 67,221 CHF | 99.27% | 99.27% |
04/07/2024 | 2.15% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 207,245 CHF | 70,582 CHF | 99.27% | 99.27% |
03/07/2024 | 2.26% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 197,114 CHF | 67,205 CHF | 99.27% | 99.27% |
02/07/2024 | 2.28% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 195,555 CHF | 66,685 CHF | 99.27% | 99.27% |