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 | 3.78% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 233,509 CHF | 80,836 CHF | 95.49% | 95.49% |
12/07/2024 | 3.43% | 0.27 CHF | 0.28 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 257,896 CHF | 88,965 CHF | 99.44% | 99.44% |
11/07/2024 | 3.03% | 0.31 CHF | 0.32 CHF | 900,000 | 300,000 | 821,116 | 273,705 | 266,610 CHF | 91,607 CHF | 98.37% | 98.37% |
10/07/2024 | 3.22% | 0.31 CHF | 0.32 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 274,867 CHF | 94,622 CHF | 96.13% | 96.13% |
09/07/2024 | 3.17% | 0.32 CHF | 0.33 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 279,839 CHF | 96,280 CHF | 96.94% | 96.94% |
08/07/2024 | 3.56% | 0.30 CHF | 0.31 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 248,824 CHF | 85,941 CHF | 93.56% | 93.56% |
05/07/2024 | 3.27% | 0.28 CHF | 0.29 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 270,939 CHF | 93,313 CHF | 96.06% | 96.06% |
04/07/2024 | 3.18% | 0.30 CHF | 0.31 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 278,206 CHF | 95,735 CHF | 99.58% | 99.58% |
03/07/2024 | 3.38% | 0.32 CHF | 0.33 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 262,493 CHF | 90,498 CHF | 98.87% | 98.87% |
02/07/2024 | 3.70% | 0.30 CHF | 0.31 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 239,085 CHF | 82,695 CHF | 99.58% | 99.58% |