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 | 2.22% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 200,550 CHF | 68,350 CHF | 99.17% | 99.17% |
12/07/2024 | 2.51% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 177,065 CHF | 60,522 CHF | 99.17% | 99.17% |
11/07/2024 | 2.33% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 190,690 CHF | 65,064 CHF | 99.15% | 99.15% |
10/07/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 201,738 CHF | 68,746 CHF | 99.17% | 99.17% |
09/07/2024 | 2.37% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 187,702 CHF | 64,067 CHF | 99.17% | 99.17% |
08/07/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 189,545 CHF | 64,682 CHF | 99.15% | 99.15% |
05/07/2024 | 2.27% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 196,278 CHF | 66,926 CHF | 99.15% | 99.15% |
04/07/2024 | 2.29% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 194,049 CHF | 66,183 CHF | 99.17% | 99.17% |
03/07/2024 | 2.47% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 180,175 CHF | 61,559 CHF | 99.15% | 99.15% |
02/07/2024 | 2.93% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 151,528 CHF | 52,009 CHF | 99.17% | 99.17% |