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 | 2.19% | 0.45 CHF | 0.46 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 112,916 CHF | 23,083 CHF | 95.92% | 95.92% |
12/07/2024 | 2.34% | 0.43 CHF | 0.44 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 105,786 CHF | 21,657 CHF | 99.38% | 99.38% |
11/07/2024 | 2.47% | 0.41 CHF | 0.42 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 99,893 CHF | 20,479 CHF | 99.38% | 99.38% |
10/07/2024 | 2.44% | 0.39 CHF | 0.40 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 101,352 CHF | 20,770 CHF | 99.37% | 99.37% |
09/07/2024 | 2.35% | 0.40 CHF | 0.41 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 105,258 CHF | 21,552 CHF | 99.38% | 99.38% |
08/07/2024 | 2.20% | 0.45 CHF | 0.46 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 112,653 CHF | 23,031 CHF | 99.38% | 99.38% |
05/07/2024 | 2.30% | 0.43 CHF | 0.44 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 107,278 CHF | 21,956 CHF | 99.38% | 99.38% |
04/07/2024 | 2.38% | 0.43 CHF | 0.44 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 103,993 CHF | 21,299 CHF | 98.59% | 98.59% |
03/07/2024 | 2.41% | 0.42 CHF | 0.43 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 102,772 CHF | 21,054 CHF | 99.37% | 99.37% |
02/07/2024 | 2.29% | 0.45 CHF | 0.46 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 108,228 CHF | 22,146 CHF | 99.29% | 99.29% |