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 | 3.93% | 0.25 CHF | 0.26 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 224,485 CHF | 77,828 CHF | 95.51% | 95.51% |
12/07/2024 | 3.52% | 0.27 CHF | 0.28 CHF | 900,000 | 300,000 | 781,232 | 260,411 | 217,674 CHF | 75,162 CHF | 99.46% | 99.46% |
11/07/2024 | 3.05% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 242,447 CHF | 83,316 CHF | 98.35% | 98.35% |
10/07/2024 | 3.27% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 225,907 CHF | 77,802 CHF | 96.16% | 96.16% |
09/07/2024 | 3.23% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 228,586 CHF | 78,695 CHF | 96.99% | 96.99% |
08/07/2024 | 3.59% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 821,263 | 273,754 | 224,384 CHF | 77,532 CHF | 93.55% | 93.55% |
05/07/2024 | 3.36% | 0.27 CHF | 0.28 CHF | 900,000 | 300,000 | 768,128 | 256,043 | 224,853 CHF | 77,512 CHF | 96.12% | 96.12% |
04/07/2024 | 3.29% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 224,405 CHF | 77,302 CHF | 99.58% | 99.58% |
03/07/2024 | 3.45% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 214,118 CHF | 73,873 CHF | 98.89% | 98.89% |
02/07/2024 | 3.83% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 872,524 | 290,841 | 223,373 CHF | 77,366 CHF | 99.58% | 99.58% |