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 | 2.23% | 0.44 CHF | 0.45 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 222,133 CHF | 22,713 CHF | 99.17% | 99.17% |
12/07/2024 | 2.18% | 0.45 CHF | 0.46 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 226,703 CHF | 23,170 CHF | 99.16% | 99.16% |
11/07/2024 | 2.29% | 0.46 CHF | 0.47 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 215,817 CHF | 22,082 CHF | 99.16% | 99.16% |
10/07/2024 | 2.38% | 0.42 CHF | 0.43 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 207,648 CHF | 21,265 CHF | 99.16% | 99.16% |
09/07/2024 | 2.78% | 0.36 CHF | 0.37 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 177,194 CHF | 18,219 CHF | 99.17% | 99.17% |
08/07/2024 | 2.84% | 0.34 CHF | 0.35 CHF | 500,000 | 50,000 | 500,000 | 51,071 | 173,389 CHF | 18,214 CHF | 99.16% | 99.16% |
05/07/2024 | 2.85% | 0.35 CHF | 0.36 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 173,191 CHF | 17,819 CHF | 99.13% | 99.13% |
04/07/2024 | 2.91% | 0.33 CHF | 0.34 CHF | 500,000 | 75,000 | 500,000 | 66,844 | 169,398 CHF | 23,302 CHF | 99.17% | 99.17% |
03/07/2024 | 3.08% | 0.33 CHF | 0.34 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 159,909 CHF | 24,736 CHF | 99.15% | 99.15% |
02/07/2024 | 3.29% | 0.31 CHF | 0.32 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 149,578 CHF | 23,187 CHF | 99.17% | 99.17% |