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 | 2.05% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 289,376 CHF | 98,459 CHF | 99.38% | 99.38% |
12/07/2024 | 2.06% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 288,834 CHF | 98,278 CHF | 99.38% | 99.38% |
11/07/2024 | 2.23% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 266,614 CHF | 90,871 CHF | 99.37% | 99.37% |
10/07/2024 | 2.35% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 252,733 CHF | 86,244 CHF | 99.37% | 99.37% |
09/07/2024 | 2.14% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 277,916 CHF | 94,639 CHF | 99.37% | 99.37% |
08/07/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 277,646 CHF | 94,549 CHF | 99.38% | 99.38% |
05/07/2024 | 2.18% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 272,058 CHF | 92,686 CHF | 99.38% | 99.38% |
04/07/2024 | 2.18% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 271,853 CHF | 92,618 CHF | 98.82% | 98.82% |
03/07/2024 | 2.19% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 271,711 CHF | 92,570 CHF | 99.38% | 99.38% |
02/07/2024 | 2.36% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 251,439 CHF | 85,813 CHF | 99.38% | 99.38% |