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 | 4.06% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 752,601 | 250,867 | 181,791 CHF | 63,106 CHF | 96.50% | 96.50% |
12/07/2024 | 4.11% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 838,613 | 279,538 | 199,425 CHF | 69,270 CHF | 92.10% | 92.10% |
11/07/2024 | 3.69% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 199,891 CHF | 69,130 CHF | 98.45% | 98.45% |
10/07/2024 | 3.23% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 228,782 CHF | 78,761 CHF | 98.43% | 98.43% |
09/07/2024 | 3.34% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 220,907 CHF | 76,136 CHF | 97.83% | 97.83% |
08/07/2024 | 3.76% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 195,481 CHF | 67,660 CHF | 98.04% | 98.04% |
05/07/2024 | 3.73% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 197,460 CHF | 68,320 CHF | 98.99% | 98.99% |
04/07/2024 | 3.75% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 196,524 CHF | 68,008 CHF | 99.56% | 99.56% |
03/07/2024 | 3.53% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 208,662 CHF | 72,054 CHF | 97.67% | 97.67% |
02/07/2024 | 3.61% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 203,825 CHF | 70,442 CHF | 99.58% | 99.58% |