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 | 2.04% | 0.48 CHF | 0.49 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 109,022 CHF | 24,727 CHF | 99.17% | 99.17% |
12/07/2024 | 1.99% | 0.49 CHF | 0.50 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 111,760 CHF | 25,336 CHF | 99.16% | 99.16% |
11/07/2024 | 2.04% | 0.50 CHF | 0.51 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 109,007 CHF | 24,724 CHF | 99.17% | 99.17% |
10/07/2024 | 2.11% | 0.47 CHF | 0.48 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 105,398 CHF | 23,922 CHF | 99.16% | 99.16% |
09/07/2024 | 2.24% | 0.43 CHF | 0.44 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 99,157 CHF | 22,535 CHF | 99.16% | 99.16% |
08/07/2024 | 2.24% | 0.43 CHF | 0.44 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 99,450 CHF | 22,600 CHF | 99.15% | 99.15% |
05/07/2024 | 2.18% | 0.45 CHF | 0.46 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 101,943 CHF | 23,154 CHF | 99.15% | 99.15% |
04/07/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 100,569 CHF | 22,849 CHF | 99.17% | 99.17% |
03/07/2024 | 2.31% | 0.44 CHF | 0.45 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 96,389 CHF | 21,920 CHF | 99.15% | 99.15% |
02/07/2024 | 2.54% | 0.41 CHF | 0.42 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 87,595 CHF | 19,966 CHF | 99.17% | 99.17% |