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 | 1.89% | 0.52 CHF | 0.53 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 131,002 CHF | 53,401 CHF | 99.17% | 99.17% |
12/07/2024 | 2.02% | 0.48 CHF | 0.49 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 122,692 CHF | 50,077 CHF | 99.17% | 99.17% |
11/07/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 126,061 CHF | 51,425 CHF | 99.16% | 99.16% |
10/07/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 129,436 CHF | 52,774 CHF | 99.16% | 99.16% |
09/07/2024 | 1.99% | 0.49 CHF | 0.50 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 124,647 CHF | 50,859 CHF | 99.17% | 99.17% |
08/07/2024 | 1.98% | 0.50 CHF | 0.51 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 125,183 CHF | 51,073 CHF | 99.15% | 99.15% |
05/07/2024 | 1.93% | 0.50 CHF | 0.51 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 128,040 CHF | 52,216 CHF | 99.16% | 99.16% |
04/07/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 127,683 CHF | 52,073 CHF | 99.17% | 99.17% |
03/07/2024 | 2.04% | 0.50 CHF | 0.51 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 121,456 CHF | 49,583 CHF | 99.17% | 99.17% |
02/07/2024 | 2.27% | 0.45 CHF | 0.46 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 108,879 CHF | 44,552 CHF | 99.17% | 99.17% |