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 | 2.25% | 0.43 CHF | 0.44 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 110,052 CHF | 45,021 CHF | 99.17% | 99.17% |
12/07/2024 | 2.21% | 0.46 CHF | 0.47 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 111,953 CHF | 45,781 CHF | 99.17% | 99.17% |
11/07/2024 | 2.35% | 0.45 CHF | 0.46 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 105,374 CHF | 43,150 CHF | 99.17% | 99.17% |
10/07/2024 | 2.44% | 0.40 CHF | 0.41 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 101,193 CHF | 41,477 CHF | 99.16% | 99.16% |
09/07/2024 | 2.55% | 0.37 CHF | 0.38 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 96,799 CHF | 39,719 CHF | 99.17% | 99.17% |
08/07/2024 | 2.18% | 0.44 CHF | 0.45 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 113,367 CHF | 46,347 CHF | 99.15% | 99.15% |
05/07/2024 | 1.96% | 0.49 CHF | 0.50 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 126,517 CHF | 51,607 CHF | 99.16% | 99.16% |
04/07/2024 | 1.98% | 0.50 CHF | 0.51 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 124,736 CHF | 50,895 CHF | 99.17% | 99.17% |
03/07/2024 | 2.02% | 0.50 CHF | 0.51 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 122,256 CHF | 49,903 CHF | 99.16% | 99.16% |
02/07/2024 | 2.26% | 0.46 CHF | 0.47 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 109,524 CHF | 44,810 CHF | 99.17% | 99.17% |