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 | 2.93% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 151,649 CHF | 52,050 CHF | 99.27% | 99.27% |
12/07/2024 | 3.22% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 137,621 CHF | 47,374 CHF | 99.27% | 99.27% |
11/07/2024 | 3.03% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 146,454 CHF | 50,318 CHF | 99.27% | 99.27% |
10/07/2024 | 3.03% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 146,387 CHF | 50,296 CHF | 99.27% | 99.27% |
09/07/2024 | 2.87% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 154,425 CHF | 52,975 CHF | 99.27% | 99.27% |
08/07/2024 | 2.75% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 161,432 CHF | 55,311 CHF | 99.24% | 99.24% |
05/07/2024 | 2.78% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 159,558 CHF | 54,686 CHF | 99.27% | 99.27% |
04/07/2024 | 2.78% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 159,488 CHF | 54,663 CHF | 99.27% | 99.27% |
03/07/2024 | 2.75% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 161,145 CHF | 55,215 CHF | 99.27% | 99.27% |
02/07/2024 | 2.75% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 161,165 CHF | 55,222 CHF | 99.27% | 99.27% |