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 | 3.68% | 0.30 CHF | 0.31 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 200,798 CHF | 27,773 CHF | 96.15% | 96.15% |
12/07/2024 | 3.73% | 0.24 CHF | 0.25 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 197,801 CHF | 27,374 CHF | 96.47% | 96.47% |
11/07/2024 | 3.71% | 0.25 CHF | 0.26 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 198,288 CHF | 27,438 CHF | 97.65% | 97.65% |
10/07/2024 | 3.25% | 0.30 CHF | 0.31 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 227,408 CHF | 31,321 CHF | 96.44% | 96.44% |
09/07/2024 | 3.06% | 0.33 CHF | 0.34 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 241,649 CHF | 33,220 CHF | 95.46% | 95.46% |
08/07/2024 | 3.22% | 0.32 CHF | 0.33 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 229,358 CHF | 31,581 CHF | 95.49% | 95.49% |
05/07/2024 | 3.35% | 0.31 CHF | 0.32 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 220,352 CHF | 30,380 CHF | 97.88% | 97.88% |
04/07/2024 | 3.48% | 0.28 CHF | 0.29 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 211,934 CHF | 29,258 CHF | 89.14% | 89.14% |
03/07/2024 | 3.28% | 0.28 CHF | 0.30 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 224,814 CHF | 30,975 CHF | 95.48% | 95.48% |
02/07/2024 | 2.83% | 0.34 CHF | 0.35 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 261,860 CHF | 35,915 CHF | 98.42% | 98.42% |