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 | 2.80% | 0.33 CHF | 0.34 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 263,928 CHF | 90,476 CHF | 96.37% | 96.37% |
12/07/2024 | 2.76% | 0.38 CHF | 0.39 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 268,174 CHF | 91,892 CHF | 97.50% | 97.50% |
11/07/2024 | 2.74% | 0.37 CHF | 0.38 CHF | 750,000 | 250,000 | 749,957 | 250,000 | 270,068 CHF | 92,528 CHF | 97.89% | 97.89% |
10/07/2024 | 3.01% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 245,426 CHF | 84,309 CHF | 96.76% | 96.76% |
09/07/2024 | 3.14% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 235,274 CHF | 80,925 CHF | 94.85% | 94.85% |
08/07/2024 | 3.00% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 246,110 CHF | 84,537 CHF | 95.79% | 95.79% |
05/07/2024 | 2.88% | 0.33 CHF | 0.34 CHF | 750,000 | 250,000 | 750,000 | 249,953 | 257,126 CHF | 88,192 CHF | 97.62% | 97.62% |
04/07/2024 | 2.79% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 265,590 CHF | 91,030 CHF | 90.55% | 90.55% |
03/07/2024 | 2.89% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 255,500 CHF | 87,667 CHF | 95.90% | 95.90% |
02/07/2024 | 3.28% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 225,022 CHF | 77,507 CHF | 98.90% | 98.90% |