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 | 3.32% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 222,312 CHF | 76,604 CHF | 95.66% | 95.66% |
12/07/2024 | 2.99% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 247,093 CHF | 84,865 CHF | 99.68% | 99.68% |
11/07/2024 | 2.63% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 281,925 CHF | 96,475 CHF | 98.27% | 98.27% |
10/07/2024 | 2.80% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 264,565 CHF | 90,688 CHF | 96.14% | 96.14% |
09/07/2024 | 2.76% | 0.37 CHF | 0.38 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 268,487 CHF | 91,996 CHF | 96.99% | 96.99% |
08/07/2024 | 3.04% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 243,101 CHF | 83,534 CHF | 93.55% | 93.55% |
05/07/2024 | 2.87% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 257,839 CHF | 88,446 CHF | 96.07% | 96.07% |
04/07/2024 | 2.82% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 262,358 CHF | 89,953 CHF | 99.56% | 99.56% |
03/07/2024 | 2.93% | 0.37 CHF | 0.38 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 252,749 CHF | 86,750 CHF | 98.89% | 98.89% |
02/07/2024 | 3.26% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 227,080 CHF | 78,193 CHF | 99.59% | 99.59% |