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 | 1.91% | 0.54 CHF | 0.55 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 129,911 CHF | 52,965 CHF | 99.17% | 99.17% |
12/07/2024 | 2.12% | 0.46 CHF | 0.47 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 117,143 CHF | 47,857 CHF | 99.16% | 99.16% |
11/07/2024 | 2.69% | 0.36 CHF | 0.37 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 91,594 CHF | 37,638 CHF | 99.16% | 99.16% |
10/07/2024 | 2.65% | 0.39 CHF | 0.40 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 93,109 CHF | 38,243 CHF | 99.16% | 99.16% |
09/07/2024 | 2.80% | 0.36 CHF | 0.37 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 88,022 CHF | 36,209 CHF | 99.17% | 99.17% |
08/07/2024 | 2.58% | 0.37 CHF | 0.38 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 95,726 CHF | 39,290 CHF | 99.15% | 99.15% |
05/07/2024 | 2.44% | 0.40 CHF | 0.41 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 101,019 CHF | 41,408 CHF | 99.15% | 99.15% |
04/07/2024 | 2.26% | 0.42 CHF | 0.43 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 109,476 CHF | 44,790 CHF | 99.17% | 99.17% |
03/07/2024 | 2.16% | 0.45 CHF | 0.46 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 114,239 CHF | 46,696 CHF | 99.17% | 99.17% |
02/07/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 115,556 CHF | 47,222 CHF | 99.17% | 99.17% |