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 | 4.16% | 0.26 CHF | 0.27 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 59,063 CHF | 24,625 CHF | 99.17% | 99.17% |
12/07/2024 | 4.19% | 0.22 CHF | 0.23 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 58,678 CHF | 24,471 CHF | 99.17% | 99.17% |
11/07/2024 | 4.81% | 0.20 CHF | 0.21 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 50,788 CHF | 21,315 CHF | 99.16% | 99.16% |
10/07/2024 | 4.39% | 0.22 CHF | 0.23 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 55,785 CHF | 23,314 CHF | 99.17% | 99.17% |
09/07/2024 | 4.68% | 0.22 CHF | 0.23 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 52,295 CHF | 21,918 CHF | 99.17% | 99.17% |
08/07/2024 | 5.64% | 0.19 CHF | 0.20 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 43,106 CHF | 18,242 CHF | 99.15% | 99.15% |
05/07/2024 | 6.21% | 0.17 CHF | 0.18 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 39,101 CHF | 16,641 CHF | 99.15% | 99.15% |
04/07/2024 | 4.70% | 0.21 CHF | 0.22 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 52,103 CHF | 21,841 CHF | 99.17% | 99.17% |
03/07/2024 | 5.37% | 0.18 CHF | 0.19 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 45,349 CHF | 19,140 CHF | 99.16% | 99.16% |
02/07/2024 | 4.23% | 0.22 CHF | 0.23 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 57,982 CHF | 24,193 CHF | 99.16% | 99.16% |