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 | 3.83% | 0.30 CHF | 0.31 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 85,286 CHF | 88,627 CHF | 93.65% | 93.65% |
12/07/2024 | 3.02% | 0.35 CHF | 0.36 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 81,769 CHF | 84,269 CHF | 96.09% | 96.09% |
11/07/2024 | 4.70% | 0.30 CHF | 0.31 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 73,395 CHF | 76,900 CHF | 97.58% | 97.58% |
10/07/2024 | 4.44% | 0.25 CHF | 0.26 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 55,164 CHF | 57,664 CHF | 96.75% | 96.75% |
09/07/2024 | 4.25% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 57,725 CHF | 60,225 CHF | 99.52% | 99.52% |
08/07/2024 | 4.47% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 250,158 | 250,000 | 54,804 CHF | 57,274 CHF | 96.75% | 96.75% |
05/07/2024 | 4.24% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 57,873 CHF | 60,373 CHF | 99.50% | 99.50% |
04/07/2024 | 4.30% | 0.24 CHF | 0.25 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 57,014 CHF | 59,514 CHF | 99.66% | 99.66% |
03/07/2024 | 4.39% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 55,717 CHF | 58,217 CHF | 98.97% | 98.97% |
02/07/2024 | 4.88% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 255,512 | 250,000 | 51,051 CHF | 52,504 CHF | 99.86% | 99.86% |