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 | 2.86% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 207,127 CHF | 71,042 CHF | 99.27% | 99.27% |
12/07/2024 | 2.87% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 206,448 CHF | 70,816 CHF | 99.27% | 99.27% |
11/07/2024 | 3.19% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 185,286 CHF | 63,762 CHF | 99.27% | 99.27% |
10/07/2024 | 3.34% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 176,861 CHF | 60,954 CHF | 99.27% | 99.27% |
09/07/2024 | 3.33% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 177,388 CHF | 61,130 CHF | 99.27% | 99.27% |
08/07/2024 | 3.92% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 150,160 CHF | 52,053 CHF | 99.25% | 99.25% |
05/07/2024 | 4.22% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 139,579 CHF | 48,526 CHF | 99.27% | 99.27% |
04/07/2024 | 3.41% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 172,850 CHF | 59,617 CHF | 99.27% | 99.27% |
03/07/2024 | 3.35% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 176,390 CHF | 60,797 CHF | 99.27% | 99.27% |
02/07/2024 | 3.13% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 189,161 CHF | 65,054 CHF | 99.27% | 99.27% |