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 | 2.25% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 197,695 CHF | 67,398 CHF | 99.17% | 99.17% |
12/07/2024 | 2.23% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 199,344 CHF | 67,948 CHF | 99.16% | 99.16% |
11/07/2024 | 2.24% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 198,398 CHF | 67,633 CHF | 99.17% | 99.17% |
10/07/2024 | 2.56% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 173,682 CHF | 59,394 CHF | 99.16% | 99.16% |
09/07/2024 | 2.35% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 188,950 CHF | 64,484 CHF | 99.17% | 99.17% |
08/07/2024 | 2.22% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 200,649 CHF | 68,383 CHF | 99.16% | 99.16% |
05/07/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 201,482 CHF | 68,661 CHF | 99.15% | 99.15% |
04/07/2024 | 2.18% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 204,118 CHF | 69,539 CHF | 99.17% | 99.17% |
03/07/2024 | 2.17% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 205,414 CHF | 69,971 CHF | 99.15% | 99.15% |
02/07/2024 | 2.66% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 166,902 CHF | 57,134 CHF | 99.17% | 99.17% |