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 | 2.31% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 192,487 CHF | 65,662 CHF | 97.95% | 97.95% |
12/07/2024 | 2.69% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 164,896 CHF | 56,465 CHF | 99.08% | 99.08% |
11/07/2024 | 3.23% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 137,317 CHF | 47,273 CHF | 95.39% | 95.39% |
10/07/2024 | 3.43% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 128,876 CHF | 44,459 CHF | 88.20% | 88.20% |
09/07/2024 | 3.28% | 0.29 CHF | 0.30 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 134,838 CHF | 46,446 CHF | 99.41% | 99.41% |
08/07/2024 | 3.34% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 132,596 CHF | 45,699 CHF | 95.56% | 95.56% |
05/07/2024 | 3.26% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 135,919 CHF | 46,806 CHF | 96.83% | 96.83% |
04/07/2024 | 3.19% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 138,800 CHF | 47,767 CHF | 99.41% | 99.41% |
03/07/2024 | 3.10% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 142,806 CHF | 49,102 CHF | 97.27% | 97.27% |
02/07/2024 | 3.27% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 135,373 CHF | 46,625 CHF | 94.60% | 94.60% |