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 | 2.30% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 193,838 CHF | 66,113 CHF | 98.75% | 98.75% |
12/07/2024 | 2.12% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 210,601 CHF | 71,700 CHF | 98.82% | 98.82% |
11/07/2024 | 2.14% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 208,508 CHF | 71,003 CHF | 98.79% | 98.79% |
10/07/2024 | 2.05% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 217,306 CHF | 73,935 CHF | 98.76% | 98.76% |
09/07/2024 | 2.10% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 213,147 CHF | 72,549 CHF | 98.78% | 98.78% |
08/07/2024 | 2.37% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 187,918 CHF | 64,139 CHF | 98.80% | 98.80% |
05/07/2024 | 2.34% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 190,384 CHF | 64,961 CHF | 98.73% | 98.73% |
04/07/2024 | 1.92% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 232,202 CHF | 78,901 CHF | 98.78% | 98.78% |
03/07/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 241,926 CHF | 82,142 CHF | 98.83% | 98.83% |
02/07/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 265,231 CHF | 89,910 CHF | 98.72% | 98.72% |