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 | 2.85% | 0.35 CHF | 0.36 CHF | 900,000 | 300,000 | 839,001 | 279,667 | 290,157 CHF | 99,516 CHF | 95.48% | 95.48% |
12/07/2024 | 2.98% | 0.33 CHF | 0.34 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 298,007 CHF | 102,336 CHF | 99.50% | 99.50% |
11/07/2024 | 3.31% | 0.30 CHF | 0.31 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 267,482 CHF | 92,161 CHF | 98.35% | 98.35% |
10/07/2024 | 3.09% | 0.31 CHF | 0.32 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 286,363 CHF | 98,454 CHF | 96.11% | 96.11% |
09/07/2024 | 3.14% | 0.31 CHF | 0.32 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 282,081 CHF | 97,027 CHF | 96.95% | 96.95% |
08/07/2024 | 2.93% | 0.33 CHF | 0.34 CHF | 900,000 | 300,000 | 896,762 | 298,921 | 302,238 CHF | 103,735 CHF | 93.54% | 93.54% |
05/07/2024 | 3.01% | 0.35 CHF | 0.36 CHF | 900,000 | 300,000 | 889,808 | 296,603 | 291,382 CHF | 100,094 CHF | 96.08% | 96.08% |
04/07/2024 | 3.04% | 0.33 CHF | 0.34 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 291,911 CHF | 100,304 CHF | 99.56% | 99.56% |
03/07/2024 | 2.94% | 0.31 CHF | 0.32 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 302,040 CHF | 103,680 CHF | 98.81% | 98.81% |
02/07/2024 | 2.65% | 0.34 CHF | 0.35 CHF | 900,000 | 300,000 | 778,597 | 259,532 | 289,053 CHF | 98,946 CHF | 99.56% | 99.56% |