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 | 1.88% | 0.53 CHF | 0.54 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 263,225 CHF | 53,645 CHF | 99.27% | 99.27% |
12/07/2024 | 1.80% | 0.52 CHF | 0.53 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 275,166 CHF | 56,033 CHF | 99.27% | 99.27% |
11/07/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 273,565 CHF | 55,713 CHF | 99.27% | 99.27% |
10/07/2024 | 1.96% | 0.55 CHF | 0.56 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 253,346 CHF | 51,669 CHF | 99.27% | 99.27% |
09/07/2024 | 2.06% | 0.47 CHF | 0.48 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 239,928 CHF | 48,986 CHF | 99.27% | 99.27% |
08/07/2024 | 2.01% | 0.49 CHF | 0.50 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 246,026 CHF | 50,205 CHF | 99.25% | 99.25% |
05/07/2024 | 2.08% | 0.48 CHF | 0.49 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 238,532 CHF | 48,707 CHF | 99.27% | 99.27% |
04/07/2024 | 2.17% | 0.45 CHF | 0.46 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 228,198 CHF | 46,640 CHF | 99.27% | 99.27% |
03/07/2024 | 2.18% | 0.46 CHF | 0.47 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 227,267 CHF | 46,453 CHF | 99.27% | 99.27% |
02/07/2024 | 2.16% | 0.48 CHF | 0.49 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 229,075 CHF | 46,815 CHF | 99.27% | 99.27% |