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 | 2.51% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 177,239 CHF | 60,580 CHF | 99.27% | 99.27% |
12/07/2024 | 2.62% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 169,519 CHF | 58,006 CHF | 99.27% | 99.27% |
11/07/2024 | 2.81% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 157,777 CHF | 54,092 CHF | 99.27% | 99.27% |
10/07/2024 | 2.75% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 161,311 CHF | 55,270 CHF | 99.27% | 99.27% |
09/07/2024 | 2.61% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 170,458 CHF | 58,319 CHF | 99.27% | 99.27% |
08/07/2024 | 2.62% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 169,896 CHF | 58,132 CHF | 99.21% | 99.21% |
05/07/2024 | 2.47% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 179,842 CHF | 61,447 CHF | 99.26% | 99.26% |
04/07/2024 | 2.34% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 189,782 CHF | 64,761 CHF | 99.27% | 99.27% |
03/07/2024 | 2.68% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 166,442 CHF | 56,981 CHF | 99.27% | 99.27% |
02/07/2024 | 2.92% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 152,082 CHF | 52,194 CHF | 99.27% | 99.27% |