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 | 2.27% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 196,054 CHF | 66,851 CHF | 97.85% | 97.85% |
12/07/2024 | 2.63% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 169,068 CHF | 57,856 CHF | 98.98% | 98.98% |
11/07/2024 | 3.17% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 140,196 CHF | 48,232 CHF | 95.29% | 95.29% |
10/07/2024 | 3.34% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 132,673 CHF | 45,724 CHF | 88.13% | 88.13% |
09/07/2024 | 3.23% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 136,903 CHF | 47,134 CHF | 99.31% | 99.31% |
08/07/2024 | 3.24% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 136,742 CHF | 47,081 CHF | 95.44% | 95.44% |
05/07/2024 | 3.16% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 140,020 CHF | 48,173 CHF | 96.74% | 96.74% |
04/07/2024 | 3.14% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 141,311 CHF | 48,604 CHF | 99.31% | 99.31% |
03/07/2024 | 3.02% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 146,619 CHF | 50,373 CHF | 97.17% | 97.17% |
02/07/2024 | 3.19% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 138,785 CHF | 47,762 CHF | 94.60% | 94.60% |