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 | 2.02% | 0.60 CHF | 0.61 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 163,503 CHF | 166,844 CHF | 93.65% | 93.65% |
12/07/2024 | 1.58% | 0.66 CHF | 0.67 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 157,143 CHF | 159,643 CHF | 96.09% | 96.09% |
11/07/2024 | 2.40% | 0.59 CHF | 0.60 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 144,872 CHF | 148,367 CHF | 96.46% | 96.46% |
10/07/2024 | 2.11% | 0.51 CHF | 0.52 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 117,172 CHF | 119,672 CHF | 96.75% | 96.75% |
09/07/2024 | 2.04% | 0.45 CHF | 0.46 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 121,304 CHF | 123,804 CHF | 99.55% | 99.55% |
08/07/2024 | 2.13% | 0.46 CHF | 0.47 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 116,248 CHF | 118,748 CHF | 96.75% | 96.75% |
05/07/2024 | 2.06% | 0.44 CHF | 0.45 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 120,587 CHF | 123,087 CHF | 99.47% | 99.47% |
04/07/2024 | 2.10% | 0.49 CHF | 0.50 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 118,151 CHF | 120,651 CHF | 99.66% | 99.66% |
03/07/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 115,527 CHF | 118,027 CHF | 98.97% | 98.97% |
02/07/2024 | 2.33% | 0.45 CHF | 0.46 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 106,110 CHF | 108,610 CHF | 99.83% | 99.83% |