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 | 3.74% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,513 | 150,171 | 118,384 CHF | 40,963 CHF | 95.59% | 95.59% |
12/07/2024 | 3.09% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 143,439 CHF | 49,313 CHF | 99.69% | 99.69% |
11/07/2024 | 2.47% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 180,454 CHF | 61,651 CHF | 98.37% | 98.37% |
10/07/2024 | 2.75% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 161,500 CHF | 55,333 CHF | 96.14% | 96.14% |
09/07/2024 | 2.70% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 164,657 CHF | 56,386 CHF | 96.97% | 96.97% |
08/07/2024 | 3.25% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 136,806 CHF | 47,102 CHF | 93.55% | 93.55% |
05/07/2024 | 2.89% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 154,059 CHF | 52,853 CHF | 96.08% | 96.08% |
04/07/2024 | 2.76% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 160,602 CHF | 55,034 CHF | 99.56% | 99.56% |
03/07/2024 | 2.98% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 149,377 CHF | 51,292 CHF | 98.88% | 98.88% |
02/07/2024 | 3.53% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 516,827 | 172,276 | 144,051 CHF | 49,740 CHF | 99.57% | 99.57% |