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 | 2.91% | 0.34 CHF | 0.35 CHF | 225,000 | 75,000 | 247,510 | 82,503 | 83,737 CHF | 28,738 CHF | 99.16% | 99.16% |
12/07/2024 | 2.86% | 0.34 CHF | 0.35 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 77,504 CHF | 26,585 CHF | 99.17% | 99.17% |
11/07/2024 | 2.95% | 0.35 CHF | 0.36 CHF | 225,000 | 75,000 | 275,237 | 91,746 | 91,634 CHF | 31,462 CHF | 99.16% | 99.16% |
10/07/2024 | 3.06% | 0.32 CHF | 0.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 96,581 CHF | 33,194 CHF | 99.17% | 99.17% |
09/07/2024 | 3.74% | 0.27 CHF | 0.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 78,680 CHF | 27,227 CHF | 99.17% | 99.17% |
08/07/2024 | 3.86% | 0.25 CHF | 0.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 76,266 CHF | 26,422 CHF | 99.16% | 99.16% |
05/07/2024 | 3.81% | 0.26 CHF | 0.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 77,355 CHF | 26,785 CHF | 99.15% | 99.15% |
04/07/2024 | 3.83% | 0.25 CHF | 0.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 76,758 CHF | 26,586 CHF | 99.17% | 99.17% |
03/07/2024 | 4.04% | 0.24 CHF | 0.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 72,741 CHF | 25,247 CHF | 99.15% | 99.15% |
02/07/2024 | 4.25% | 0.24 CHF | 0.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 69,084 CHF | 24,028 CHF | 99.17% | 99.17% |