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 | 2.59% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 285,623 CHF | 97,708 CHF | 99.38% | 99.38% |
12/07/2024 | 2.76% | 0.38 CHF | 0.39 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 268,390 CHF | 91,964 CHF | 99.38% | 99.38% |
11/07/2024 | 2.92% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 253,544 CHF | 87,015 CHF | 99.38% | 99.38% |
10/07/2024 | 3.12% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 237,028 CHF | 81,509 CHF | 99.37% | 99.37% |
09/07/2024 | 3.01% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 245,213 CHF | 84,238 CHF | 99.38% | 99.38% |
08/07/2024 | 3.07% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 240,991 CHF | 82,831 CHF | 99.38% | 99.38% |
05/07/2024 | 2.80% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 263,745 CHF | 90,415 CHF | 99.37% | 99.37% |
04/07/2024 | 2.92% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 253,518 CHF | 87,006 CHF | 98.59% | 98.59% |
03/07/2024 | 3.04% | 0.33 CHF | 0.34 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 243,190 CHF | 83,563 CHF | 99.37% | 99.37% |
02/07/2024 | 3.43% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 215,223 CHF | 74,241 CHF | 99.38% | 99.38% |