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 | 3.07% | 0.32 CHF | 0.33 CHF | 250,000 | 75,000 | 250,000 | 80,548 | 80,360 CHF | 26,596 CHF | 99.38% | 99.38% |
12/07/2024 | 2.58% | 0.36 CHF | 0.37 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 95,862 CHF | 29,509 CHF | 99.37% | 99.37% |
11/07/2024 | 2.76% | 0.38 CHF | 0.39 CHF | 250,000 | 75,000 | 250,000 | 77,012 | 90,757 CHF | 28,619 CHF | 91.41% | 91.41% |
10/07/2024 | 1.30% | 0.78 CHF | 0.79 CHF | 250,000 | 75,000 | 250,000 | 74,523 | 191,023 CHF | 57,676 CHF | 99.37% | 99.37% |
09/07/2024 | 1.16% | 0.83 CHF | 0.84 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 215,104 CHF | 43,521 CHF | 99.37% | 99.37% |
08/07/2024 | 1.05% | 0.91 CHF | 0.92 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 237,255 CHF | 47,951 CHF | 99.38% | 99.38% |
05/07/2024 | 1.06% | 0.92 CHF | 0.93 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 234,118 CHF | 47,324 CHF | 99.00% | 99.00% |
04/07/2024 | 1.05% | 0.91 CHF | 0.92 CHF | 250,000 | 50,000 | 249,942 | 50,000 | 238,266 CHF | 48,164 CHF | 91.02% | 91.02% |
03/07/2024 | 1.45% | 0.74 CHF | 0.75 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 171,589 CHF | 52,227 CHF | 99.38% | 99.38% |
02/07/2024 | 1.82% | 0.55 CHF | 0.56 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 135,856 CHF | 41,507 CHF | 99.38% | 99.38% |