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 | 2.03% | 0.48 CHF | 0.49 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 244,262 CHF | 49,852 CHF | 99.27% | 99.27% |
12/07/2024 | 2.13% | 0.47 CHF | 0.48 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 231,982 CHF | 47,396 CHF | 99.27% | 99.27% |
11/07/2024 | 2.13% | 0.47 CHF | 0.48 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 232,468 CHF | 47,494 CHF | 99.27% | 99.27% |
10/07/2024 | 2.15% | 0.47 CHF | 0.48 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 229,845 CHF | 46,969 CHF | 99.27% | 99.27% |
09/07/2024 | 2.21% | 0.44 CHF | 0.45 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 223,377 CHF | 45,675 CHF | 99.27% | 99.27% |
08/07/2024 | 2.20% | 0.45 CHF | 0.46 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 224,396 CHF | 45,879 CHF | 99.25% | 99.25% |
05/07/2024 | 2.25% | 0.45 CHF | 0.46 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 220,210 CHF | 45,042 CHF | 99.27% | 99.27% |
04/07/2024 | 2.30% | 0.42 CHF | 0.43 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 214,495 CHF | 43,899 CHF | 99.27% | 99.27% |
03/07/2024 | 2.31% | 0.43 CHF | 0.44 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 213,698 CHF | 43,740 CHF | 99.27% | 99.27% |
02/07/2024 | 2.44% | 0.41 CHF | 0.42 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 202,569 CHF | 41,514 CHF | 99.27% | 99.27% |