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 | 2.32% | 0.42 CHF | 0.43 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 212,827 CHF | 43,566 CHF | 99.27% | 99.27% |
12/07/2024 | 2.46% | 0.41 CHF | 0.42 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 201,147 CHF | 41,230 CHF | 99.27% | 99.27% |
11/07/2024 | 2.46% | 0.41 CHF | 0.42 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 201,175 CHF | 41,235 CHF | 99.27% | 99.27% |
10/07/2024 | 2.49% | 0.40 CHF | 0.41 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 198,312 CHF | 40,663 CHF | 99.27% | 99.27% |
09/07/2024 | 2.56% | 0.38 CHF | 0.39 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 192,572 CHF | 39,515 CHF | 99.27% | 99.27% |
08/07/2024 | 2.55% | 0.39 CHF | 0.40 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 193,463 CHF | 39,693 CHF | 99.25% | 99.25% |
05/07/2024 | 2.61% | 0.39 CHF | 0.40 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 189,177 CHF | 38,835 CHF | 99.27% | 99.27% |
04/07/2024 | 2.69% | 0.36 CHF | 0.37 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 183,693 CHF | 37,739 CHF | 99.27% | 99.27% |
03/07/2024 | 2.71% | 0.37 CHF | 0.38 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 181,843 CHF | 37,369 CHF | 99.27% | 99.27% |
02/07/2024 | 2.87% | 0.35 CHF | 0.36 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 171,692 CHF | 35,339 CHF | 99.27% | 99.27% |