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 | 2.28% | 0.41 CHF | 0.42 CHF | 750,000 | 250,000 | 749,979 | 249,993 | 326,038 CHF | 111,179 CHF | 99.38% | 99.38% |
12/07/2024 | 2.43% | 0.43 CHF | 0.44 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 305,312 CHF | 104,271 CHF | 99.38% | 99.38% |
11/07/2024 | 2.59% | 0.42 CHF | 0.43 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 286,571 CHF | 98,024 CHF | 99.38% | 99.38% |
10/07/2024 | 2.79% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 264,675 CHF | 90,725 CHF | 99.37% | 99.37% |
09/07/2024 | 2.69% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 275,249 CHF | 94,250 CHF | 99.37% | 99.37% |
08/07/2024 | 2.73% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 270,904 CHF | 92,801 CHF | 99.38% | 99.38% |
05/07/2024 | 2.48% | 0.38 CHF | 0.39 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 298,401 CHF | 101,967 CHF | 99.38% | 99.38% |
04/07/2024 | 2.60% | 0.38 CHF | 0.39 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 285,015 CHF | 97,505 CHF | 98.59% | 98.59% |
03/07/2024 | 2.71% | 0.37 CHF | 0.38 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 272,687 CHF | 93,396 CHF | 99.37% | 99.37% |
02/07/2024 | 3.10% | 0.33 CHF | 0.34 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 238,041 CHF | 81,847 CHF | 99.38% | 99.38% |