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 | 2.18% | 0.57 CHF | 0.58 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 114,570 CHF | 46,828 CHF | 99.16% | 99.16% |
12/07/2024 | 2.12% | 0.42 CHF | 0.43 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 117,288 CHF | 47,915 CHF | 99.17% | 99.17% |
11/07/2024 | 2.19% | 0.45 CHF | 0.46 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 113,239 CHF | 46,296 CHF | 99.17% | 99.17% |
10/07/2024 | 1.92% | 0.49 CHF | 0.50 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 129,246 CHF | 52,698 CHF | 99.16% | 99.16% |
09/07/2024 | 2.29% | 0.44 CHF | 0.45 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 107,983 CHF | 44,193 CHF | 99.16% | 99.16% |
08/07/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 140,378 CHF | 57,151 CHF | 99.16% | 99.16% |
05/07/2024 | 1.70% | 0.64 CHF | 0.65 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 146,471 CHF | 59,588 CHF | 99.16% | 99.16% |
04/07/2024 | 1.79% | 0.54 CHF | 0.55 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 138,840 CHF | 56,536 CHF | 99.17% | 99.17% |
03/07/2024 | 1.71% | 0.55 CHF | 0.56 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 145,555 CHF | 59,222 CHF | 99.17% | 99.17% |
02/07/2024 | 1.42% | 0.61 CHF | 0.62 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 176,062 CHF | 71,425 CHF | 99.17% | 99.17% |