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 | 2.20% | 0.47 CHF | 0.48 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 224,691 CHF | 45,938 CHF | 99.27% | 99.27% |
12/07/2024 | 1.97% | 0.46 CHF | 0.47 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 251,822 CHF | 51,364 CHF | 99.27% | 99.27% |
11/07/2024 | 1.84% | 0.53 CHF | 0.54 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 268,595 CHF | 54,719 CHF | 99.27% | 99.27% |
10/07/2024 | 1.73% | 0.56 CHF | 0.57 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 287,318 CHF | 58,464 CHF | 99.27% | 99.27% |
09/07/2024 | 1.69% | 0.59 CHF | 0.60 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 293,865 CHF | 59,773 CHF | 99.27% | 99.27% |
08/07/2024 | 1.66% | 0.60 CHF | 0.61 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 298,697 CHF | 60,739 CHF | 99.25% | 99.25% |
05/07/2024 | 1.71% | 0.57 CHF | 0.58 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 289,219 CHF | 58,844 CHF | 99.27% | 99.27% |
04/07/2024 | 1.59% | 0.61 CHF | 0.62 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 312,461 CHF | 63,492 CHF | 99.27% | 99.27% |
03/07/2024 | 1.40% | 0.67 CHF | 0.68 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 354,369 CHF | 71,874 CHF | 99.27% | 99.27% |
02/07/2024 | 1.30% | 0.72 CHF | 0.73 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 383,485 CHF | 77,697 CHF | 99.27% | 99.27% |