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 | 2.65% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 167,692 CHF | 57,397 CHF | 99.27% | 99.27% |
12/07/2024 | 2.81% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 157,971 CHF | 54,157 CHF | 99.27% | 99.27% |
11/07/2024 | 2.99% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 148,131 CHF | 50,877 CHF | 99.27% | 99.27% |
10/07/2024 | 2.93% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 151,352 CHF | 51,951 CHF | 99.27% | 99.27% |
09/07/2024 | 2.78% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 159,569 CHF | 54,690 CHF | 99.27% | 99.27% |
08/07/2024 | 2.78% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 159,717 CHF | 54,739 CHF | 99.21% | 99.21% |
05/07/2024 | 2.62% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 169,903 CHF | 58,135 CHF | 99.27% | 99.27% |
04/07/2024 | 2.48% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 179,580 CHF | 61,360 CHF | 99.27% | 99.27% |
03/07/2024 | 2.86% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 155,592 CHF | 53,364 CHF | 99.27% | 99.27% |
02/07/2024 | 3.13% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 141,836 CHF | 48,779 CHF | 99.26% | 99.26% |