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 | 2.13% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 209,633 CHF | 71,378 CHF | 98.73% | 98.73% |
12/07/2024 | 2.31% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 193,704 CHF | 66,068 CHF | 98.80% | 98.80% |
11/07/2024 | 2.28% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 195,611 CHF | 66,704 CHF | 98.79% | 98.79% |
10/07/2024 | 2.39% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 186,173 CHF | 63,558 CHF | 98.73% | 98.73% |
09/07/2024 | 2.35% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 190,358 CHF | 64,953 CHF | 98.78% | 98.78% |
08/07/2024 | 2.06% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 216,100 CHF | 73,533 CHF | 98.80% | 98.80% |
05/07/2024 | 2.08% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 214,860 CHF | 73,120 CHF | 98.73% | 98.73% |
04/07/2024 | 2.57% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 173,044 CHF | 59,181 CHF | 98.78% | 98.78% |
03/07/2024 | 2.72% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 163,579 CHF | 56,026 CHF | 98.83% | 98.83% |
02/07/2024 | 3.18% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 139,499 CHF | 48,000 CHF | 98.72% | 98.72% |