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 | 3.04% | 0.36 CHF | 0.37 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 81,081 CHF | 33,432 CHF | 99.17% | 99.17% |
12/07/2024 | 2.88% | 0.32 CHF | 0.33 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 85,673 CHF | 35,269 CHF | 99.17% | 99.17% |
11/07/2024 | 2.75% | 0.35 CHF | 0.36 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 89,809 CHF | 36,924 CHF | 99.16% | 99.16% |
10/07/2024 | 2.65% | 0.37 CHF | 0.38 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 93,337 CHF | 38,335 CHF | 99.16% | 99.16% |
09/07/2024 | 2.48% | 0.42 CHF | 0.43 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 99,541 CHF | 40,816 CHF | 99.17% | 99.17% |
08/07/2024 | 2.60% | 0.38 CHF | 0.39 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 94,896 CHF | 38,958 CHF | 99.15% | 99.15% |
05/07/2024 | 2.72% | 0.39 CHF | 0.40 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 90,770 CHF | 37,308 CHF | 99.15% | 99.15% |
04/07/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 91,973 CHF | 37,789 CHF | 99.17% | 99.17% |
03/07/2024 | 2.54% | 0.39 CHF | 0.40 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 97,152 CHF | 39,861 CHF | 99.17% | 99.17% |
02/07/2024 | 2.13% | 0.46 CHF | 0.47 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 116,284 CHF | 47,513 CHF | 99.16% | 99.16% |