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 | 4.23% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 104,163 CHF | 36,221 CHF | 97.95% | 97.95% |
12/07/2024 | 3.35% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 132,153 CHF | 45,551 CHF | 99.08% | 99.08% |
11/07/2024 | 2.77% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 160,811 CHF | 55,104 CHF | 95.39% | 95.39% |
10/07/2024 | 2.62% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 169,419 CHF | 57,973 CHF | 88.20% | 88.20% |
09/07/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 165,427 CHF | 56,642 CHF | 99.41% | 99.41% |
08/07/2024 | 2.70% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 164,727 CHF | 56,409 CHF | 95.56% | 95.56% |
05/07/2024 | 2.73% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 162,654 CHF | 55,718 CHF | 96.85% | 96.85% |
04/07/2024 | 2.74% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 162,000 CHF | 55,500 CHF | 99.41% | 99.41% |
03/07/2024 | 2.80% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 158,366 CHF | 54,289 CHF | 97.27% | 97.27% |
02/07/2024 | 2.68% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 165,967 CHF | 56,822 CHF | 94.60% | 94.60% |