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 | 2.58% | 0.36 CHF | 0.37 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 287,629 CHF | 78,701 CHF | 99.38% | 99.38% |
12/07/2024 | 2.75% | 0.38 CHF | 0.39 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 269,631 CHF | 73,902 CHF | 99.38% | 99.38% |
11/07/2024 | 2.91% | 0.37 CHF | 0.38 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 254,503 CHF | 69,868 CHF | 99.38% | 99.38% |
10/07/2024 | 3.13% | 0.32 CHF | 0.33 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 236,057 CHF | 64,949 CHF | 99.37% | 99.37% |
09/07/2024 | 3.01% | 0.32 CHF | 0.33 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 245,408 CHF | 67,442 CHF | 99.38% | 99.38% |
08/07/2024 | 3.07% | 0.32 CHF | 0.33 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 240,978 CHF | 66,261 CHF | 99.38% | 99.38% |
05/07/2024 | 2.79% | 0.34 CHF | 0.35 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 265,330 CHF | 72,755 CHF | 99.37% | 99.37% |
04/07/2024 | 2.92% | 0.34 CHF | 0.35 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 253,518 CHF | 69,605 CHF | 98.58% | 98.58% |
03/07/2024 | 3.06% | 0.33 CHF | 0.34 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 241,351 CHF | 66,360 CHF | 99.38% | 99.38% |
02/07/2024 | 3.48% | 0.30 CHF | 0.31 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 212,125 CHF | 58,567 CHF | 99.38% | 99.38% |