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 | 3.24% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 228,363 CHF | 78,621 CHF | 99.27% | 99.27% |
12/07/2024 | 3.34% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 221,074 CHF | 76,191 CHF | 99.27% | 99.27% |
11/07/2024 | 3.49% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 211,370 CHF | 72,957 CHF | 99.27% | 99.27% |
10/07/2024 | 3.18% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 232,505 CHF | 80,002 CHF | 99.27% | 99.27% |
09/07/2024 | 2.90% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 255,029 CHF | 87,510 CHF | 99.27% | 99.27% |
08/07/2024 | 3.14% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 235,825 CHF | 81,108 CHF | 99.25% | 99.25% |
05/07/2024 | 2.95% | 0.33 CHF | 0.34 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 250,257 CHF | 85,919 CHF | 99.27% | 99.27% |
04/07/2024 | 2.86% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 258,418 CHF | 88,639 CHF | 99.27% | 99.27% |
03/07/2024 | 2.55% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 290,525 CHF | 99,342 CHF | 99.27% | 99.27% |
02/07/2024 | 2.55% | 0.37 CHF | 0.38 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 291,150 CHF | 99,550 CHF | 99.27% | 99.27% |