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 | 2.42% | 0.40 CHF | 0.41 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 203,812 CHF | 41,762 CHF | 99.27% | 99.27% |
12/07/2024 | 2.33% | 0.43 CHF | 0.44 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 212,045 CHF | 43,409 CHF | 99.27% | 99.27% |
11/07/2024 | 2.48% | 0.41 CHF | 0.42 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 199,499 CHF | 40,900 CHF | 99.27% | 99.27% |
10/07/2024 | 2.80% | 0.37 CHF | 0.38 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 176,311 CHF | 36,262 CHF | 99.27% | 99.27% |
09/07/2024 | 3.14% | 0.30 CHF | 0.31 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 156,782 CHF | 32,356 CHF | 99.27% | 99.27% |
08/07/2024 | 2.81% | 0.34 CHF | 0.35 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 175,645 CHF | 36,129 CHF | 99.25% | 99.25% |
05/07/2024 | 2.65% | 0.36 CHF | 0.37 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 186,443 CHF | 38,289 CHF | 99.27% | 99.27% |
04/07/2024 | 2.67% | 0.38 CHF | 0.39 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 185,126 CHF | 38,025 CHF | 99.27% | 99.27% |
03/07/2024 | 2.85% | 0.36 CHF | 0.37 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 173,202 CHF | 35,641 CHF | 99.27% | 99.27% |
02/07/2024 | 3.15% | 0.32 CHF | 0.33 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 156,536 CHF | 32,307 CHF | 99.27% | 99.27% |