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 | 3.20% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 138,243 CHF | 47,581 CHF | 97.95% | 97.95% |
12/07/2024 | 3.98% | 0.28 CHF | 0.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 110,859 CHF | 38,453 CHF | 99.08% | 99.08% |
11/07/2024 | 5.34% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 82,713 CHF | 29,071 CHF | 95.40% | 95.40% |
10/07/2024 | 5.85% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 74,809 CHF | 26,436 CHF | 88.20% | 88.20% |
09/07/2024 | 5.46% | 0.17 CHF | 0.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 80,252 CHF | 28,251 CHF | 99.42% | 99.42% |
08/07/2024 | 5.58% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 78,533 CHF | 27,678 CHF | 95.56% | 95.56% |
05/07/2024 | 5.36% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 81,691 CHF | 28,730 CHF | 96.83% | 96.83% |
04/07/2024 | 5.20% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 84,322 CHF | 29,607 CHF | 99.41% | 99.41% |
03/07/2024 | 4.96% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 88,634 CHF | 31,045 CHF | 97.26% | 97.26% |
02/07/2024 | 5.44% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 80,505 CHF | 28,335 CHF | 94.60% | 94.60% |