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 | 6.71% | 0.13 CHF | 0.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 64,913 CHF | 23,138 CHF | 97.93% | 97.93% |
12/07/2024 | 4.80% | 0.17 CHF | 0.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 91,676 CHF | 32,059 CHF | 99.08% | 99.08% |
11/07/2024 | 3.69% | 0.23 CHF | 0.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 120,329 CHF | 41,610 CHF | 95.40% | 95.40% |
10/07/2024 | 3.45% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 128,380 CHF | 44,293 CHF | 88.20% | 88.20% |
09/07/2024 | 3.54% | 0.28 CHF | 0.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 124,809 CHF | 43,103 CHF | 99.41% | 99.41% |
08/07/2024 | 3.56% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 124,222 CHF | 42,908 CHF | 95.56% | 95.56% |
05/07/2024 | 3.64% | 0.28 CHF | 0.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 121,521 CHF | 42,007 CHF | 96.84% | 96.84% |
04/07/2024 | 3.64% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 121,500 CHF | 42,000 CHF | 99.41% | 99.41% |
03/07/2024 | 3.76% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 117,335 CHF | 40,612 CHF | 97.27% | 97.27% |
02/07/2024 | 3.54% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 124,961 CHF | 43,154 CHF | 94.60% | 94.60% |