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 | 2.84% | 0.33 CHF | 0.34 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 260,639 CHF | 35,752 CHF | 99.17% | 99.17% |
12/07/2024 | 3.04% | 0.33 CHF | 0.34 CHF | 750,000 | 100,000 | 779,730 | 100,000 | 252,106 CHF | 33,400 CHF | 99.17% | 99.17% |
11/07/2024 | 2.64% | 0.38 CHF | 0.39 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 280,500 CHF | 38,400 CHF | 99.16% | 99.16% |
10/07/2024 | 2.79% | 0.37 CHF | 0.38 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 265,462 CHF | 36,395 CHF | 99.17% | 99.17% |
09/07/2024 | 2.64% | 0.34 CHF | 0.35 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 280,551 CHF | 38,407 CHF | 99.17% | 99.17% |
08/07/2024 | 2.69% | 0.34 CHF | 0.35 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 274,905 CHF | 37,654 CHF | 99.15% | 99.15% |
05/07/2024 | 2.15% | 0.45 CHF | 0.46 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 346,079 CHF | 47,144 CHF | 99.15% | 99.15% |
04/07/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 750,000 | 100,000 | 747,804 | 100,000 | 390,419 CHF | 53,214 CHF | 99.17% | 99.17% |
03/07/2024 | 1.93% | 0.52 CHF | 0.53 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 385,972 CHF | 52,463 CHF | 99.15% | 99.15% |
02/07/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 343,409 CHF | 46,788 CHF | 99.17% | 99.17% |