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 | 3.09% | 0.32 CHF | 0.33 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 191,501 CHF | 16,458 CHF | 99.17% | 99.17% |
12/07/2024 | 3.22% | 0.33 CHF | 0.34 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 183,665 CHF | 15,805 CHF | 99.17% | 99.17% |
11/07/2024 | 3.07% | 0.34 CHF | 0.35 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 192,533 CHF | 16,545 CHF | 99.17% | 99.17% |
10/07/2024 | 2.84% | 0.33 CHF | 0.34 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 208,586 CHF | 17,882 CHF | 99.16% | 99.16% |
09/07/2024 | 2.36% | 0.44 CHF | 0.45 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 251,194 CHF | 21,433 CHF | 99.17% | 99.17% |
08/07/2024 | 2.21% | 0.46 CHF | 0.47 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 268,765 CHF | 22,897 CHF | 99.15% | 99.15% |
05/07/2024 | 2.17% | 0.47 CHF | 0.48 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 272,969 CHF | 23,247 CHF | 99.15% | 99.15% |
04/07/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 277,460 CHF | 23,622 CHF | 99.16% | 99.16% |
03/07/2024 | 2.01% | 0.49 CHF | 0.50 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 294,987 CHF | 25,082 CHF | 99.17% | 99.17% |
02/07/2024 | 1.99% | 0.52 CHF | 0.53 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 299,160 CHF | 25,430 CHF | 99.16% | 99.16% |