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 | 2.74% | 0.36 CHF | 0.37 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 216,103 CHF | 18,509 CHF | 99.17% | 99.17% |
12/07/2024 | 2.82% | 0.37 CHF | 0.38 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 209,748 CHF | 17,979 CHF | 99.17% | 99.17% |
11/07/2024 | 2.73% | 0.38 CHF | 0.39 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 216,923 CHF | 18,577 CHF | 99.17% | 99.17% |
10/07/2024 | 2.54% | 0.37 CHF | 0.38 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 232,923 CHF | 19,910 CHF | 99.17% | 99.17% |
09/07/2024 | 2.16% | 0.48 CHF | 0.49 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 275,194 CHF | 23,433 CHF | 99.17% | 99.17% |
08/07/2024 | 2.04% | 0.49 CHF | 0.50 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 290,738 CHF | 24,728 CHF | 99.15% | 99.15% |
05/07/2024 | 2.01% | 0.50 CHF | 0.51 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 295,810 CHF | 25,151 CHF | 99.16% | 99.16% |
04/07/2024 | 1.97% | 0.49 CHF | 0.50 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 301,202 CHF | 25,600 CHF | 99.16% | 99.16% |
03/07/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 318,947 CHF | 27,079 CHF | 99.17% | 99.17% |
02/07/2024 | 1.84% | 0.56 CHF | 0.57 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 323,160 CHF | 27,430 CHF | 99.16% | 99.16% |