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 | 2.46% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 181,615 CHF | 62,038 CHF | 98.28% | 98.28% |
12/07/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 222,828 CHF | 75,776 CHF | 95.41% | 95.41% |
11/07/2024 | 2.21% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 202,045 CHF | 68,848 CHF | 98.56% | 98.56% |
10/07/2024 | 2.42% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 183,538 CHF | 62,679 CHF | 98.46% | 98.46% |
09/07/2024 | 2.40% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 185,339 CHF | 63,280 CHF | 98.68% | 98.68% |
08/07/2024 | 2.31% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 192,845 CHF | 65,782 CHF | 96.52% | 96.52% |
05/07/2024 | 2.21% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 201,109 CHF | 68,537 CHF | 95.66% | 95.66% |
04/07/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 177,813 CHF | 60,771 CHF | 95.24% | 95.24% |
03/07/2024 | 2.94% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 151,091 CHF | 51,864 CHF | 98.20% | 98.20% |
02/07/2024 | 2.86% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 155,170 CHF | 53,224 CHF | 98.18% | 98.18% |