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 | 3.13% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 236,382 CHF | 81,294 CHF | 99.38% | 99.38% |
12/07/2024 | 3.36% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 219,953 CHF | 75,818 CHF | 99.38% | 99.38% |
11/07/2024 | 3.60% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 205,009 CHF | 70,836 CHF | 99.38% | 99.38% |
10/07/2024 | 3.91% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 187,941 CHF | 65,147 CHF | 99.37% | 99.37% |
09/07/2024 | 3.78% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 194,984 CHF | 67,495 CHF | 99.38% | 99.38% |
08/07/2024 | 3.86% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 190,673 CHF | 66,058 CHF | 99.38% | 99.38% |
05/07/2024 | 3.42% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 215,548 CHF | 74,349 CHF | 99.38% | 99.38% |
04/07/2024 | 3.63% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 202,649 CHF | 70,050 CHF | 98.59% | 98.59% |
03/07/2024 | 3.83% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 192,346 CHF | 66,615 CHF | 99.37% | 99.37% |
02/07/2024 | 4.47% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 164,178 CHF | 57,226 CHF | 99.38% | 99.38% |