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 | 2.48% | 0.42 CHF | 0.43 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 99,556 CHF | 40,822 CHF | 99.17% | 99.17% |
12/07/2024 | 2.48% | 0.38 CHF | 0.39 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 99,756 CHF | 40,902 CHF | 99.16% | 99.16% |
11/07/2024 | 2.69% | 0.36 CHF | 0.37 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 91,703 CHF | 37,681 CHF | 99.16% | 99.16% |
10/07/2024 | 2.56% | 0.39 CHF | 0.40 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 96,445 CHF | 39,578 CHF | 99.17% | 99.17% |
09/07/2024 | 2.66% | 0.38 CHF | 0.39 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 92,728 CHF | 38,091 CHF | 99.17% | 99.17% |
08/07/2024 | 2.95% | 0.36 CHF | 0.37 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 83,500 CHF | 34,400 CHF | 99.15% | 99.15% |
05/07/2024 | 3.09% | 0.33 CHF | 0.34 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 79,615 CHF | 32,846 CHF | 99.16% | 99.16% |
04/07/2024 | 2.65% | 0.37 CHF | 0.38 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 93,040 CHF | 38,216 CHF | 99.17% | 99.17% |
03/07/2024 | 2.85% | 0.35 CHF | 0.36 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 86,385 CHF | 35,554 CHF | 99.17% | 99.17% |
02/07/2024 | 2.50% | 0.38 CHF | 0.39 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 98,704 CHF | 40,482 CHF | 99.16% | 99.16% |