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 | 3.70% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 159,148 CHF | 55,050 CHF | 98.68% | 98.68% |
12/07/2024 | 3.26% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 180,990 CHF | 62,330 CHF | 98.82% | 98.82% |
11/07/2024 | 3.58% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 164,661 CHF | 56,887 CHF | 98.85% | 98.85% |
10/07/2024 | 3.55% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 166,307 CHF | 57,436 CHF | 98.75% | 98.75% |
09/07/2024 | 3.52% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 167,690 CHF | 57,897 CHF | 98.79% | 98.79% |
08/07/2024 | 3.24% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 182,342 CHF | 62,781 CHF | 98.74% | 98.74% |
05/07/2024 | 2.64% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 224,600 CHF | 76,867 CHF | 98.79% | 98.79% |
04/07/2024 | 2.64% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 223,939 CHF | 76,646 CHF | 98.74% | 98.74% |
03/07/2024 | 2.51% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 236,264 CHF | 80,755 CHF | 98.84% | 98.84% |
02/07/2024 | 3.33% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 177,614 CHF | 61,205 CHF | 98.71% | 98.71% |