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 | 2.38% | 0.44 CHF | 0.45 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 103,764 CHF | 42,506 CHF | 99.17% | 99.17% |
12/07/2024 | 2.72% | 0.35 CHF | 0.36 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 91,003 CHF | 37,401 CHF | 99.17% | 99.17% |
11/07/2024 | 3.72% | 0.26 CHF | 0.27 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 65,920 CHF | 27,368 CHF | 99.16% | 99.16% |
10/07/2024 | 3.66% | 0.28 CHF | 0.29 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 67,097 CHF | 27,839 CHF | 99.16% | 99.16% |
09/07/2024 | 3.97% | 0.26 CHF | 0.27 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 61,838 CHF | 25,735 CHF | 99.17% | 99.17% |
08/07/2024 | 3.53% | 0.27 CHF | 0.28 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 69,645 CHF | 28,858 CHF | 99.16% | 99.16% |
05/07/2024 | 3.27% | 0.30 CHF | 0.31 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 75,279 CHF | 31,112 CHF | 99.16% | 99.16% |
04/07/2024 | 2.95% | 0.32 CHF | 0.33 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 83,404 CHF | 34,362 CHF | 99.17% | 99.17% |
03/07/2024 | 2.82% | 0.35 CHF | 0.36 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 87,455 CHF | 35,982 CHF | 99.17% | 99.17% |
02/07/2024 | 2.76% | 0.35 CHF | 0.36 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 89,330 CHF | 36,732 CHF | 99.17% | 99.17% |