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 | 2.82% | 0.35 CHF | 0.36 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 87,547 CHF | 27,014 CHF | 99.16% | 99.16% |
12/07/2024 | 2.69% | 0.35 CHF | 0.36 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 91,844 CHF | 28,303 CHF | 97.51% | 97.51% |
11/07/2024 | 2.53% | 0.38 CHF | 0.39 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 97,689 CHF | 30,057 CHF | 99.12% | 99.12% |
10/07/2024 | 2.51% | 0.40 CHF | 0.41 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 98,492 CHF | 30,298 CHF | 98.98% | 98.98% |
09/07/2024 | 2.58% | 0.39 CHF | 0.40 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 95,478 CHF | 29,393 CHF | 98.81% | 98.81% |
08/07/2024 | 2.78% | 0.38 CHF | 0.39 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 88,898 CHF | 27,419 CHF | 98.63% | 98.63% |
05/07/2024 | 2.68% | 0.38 CHF | 0.39 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 91,952 CHF | 28,336 CHF | 99.23% | 99.23% |
04/07/2024 | 2.72% | 0.36 CHF | 0.37 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 90,632 CHF | 27,940 CHF | 99.23% | 99.23% |
03/07/2024 | 2.67% | 0.36 CHF | 0.37 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 92,541 CHF | 28,512 CHF | 99.23% | 99.23% |
02/07/2024 | 2.63% | 0.38 CHF | 0.39 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 93,746 CHF | 28,874 CHF | 99.24% | 99.24% |