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 | 2.57% | 0.37 CHF | 0.38 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 287,702 CHF | 98,401 CHF | 99.38% | 99.38% |
12/07/2024 | 2.60% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 284,958 CHF | 97,486 CHF | 99.38% | 99.38% |
11/07/2024 | 2.81% | 0.38 CHF | 0.39 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 263,373 CHF | 90,291 CHF | 99.37% | 99.37% |
10/07/2024 | 2.95% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 250,243 CHF | 85,914 CHF | 99.37% | 99.37% |
09/07/2024 | 2.69% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 275,746 CHF | 94,415 CHF | 99.37% | 99.37% |
08/07/2024 | 2.68% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 276,029 CHF | 94,510 CHF | 99.38% | 99.38% |
05/07/2024 | 2.74% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 269,758 CHF | 92,419 CHF | 99.38% | 99.38% |
04/07/2024 | 2.73% | 0.37 CHF | 0.38 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 271,296 CHF | 92,932 CHF | 98.82% | 98.82% |
03/07/2024 | 2.74% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 270,887 CHF | 92,796 CHF | 99.38% | 99.38% |
02/07/2024 | 2.94% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 251,905 CHF | 86,468 CHF | 99.38% | 99.38% |