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 | 2.39% | 0.45 CHF | 0.46 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 103,646 CHF | 42,459 CHF | 99.17% | 99.17% |
12/07/2024 | 2.29% | 0.41 CHF | 0.42 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 108,173 CHF | 44,269 CHF | 99.17% | 99.17% |
11/07/2024 | 2.20% | 0.44 CHF | 0.45 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 112,505 CHF | 46,002 CHF | 99.17% | 99.17% |
10/07/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 115,837 CHF | 47,335 CHF | 99.16% | 99.16% |
09/07/2024 | 2.03% | 0.51 CHF | 0.52 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 122,100 CHF | 49,840 CHF | 99.17% | 99.17% |
08/07/2024 | 2.11% | 0.47 CHF | 0.48 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 117,396 CHF | 47,958 CHF | 99.15% | 99.15% |
05/07/2024 | 2.19% | 0.48 CHF | 0.49 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 113,270 CHF | 46,308 CHF | 99.15% | 99.15% |
04/07/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 114,627 CHF | 46,851 CHF | 99.17% | 99.17% |
03/07/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 119,652 CHF | 48,861 CHF | 99.17% | 99.17% |
02/07/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 138,819 CHF | 56,528 CHF | 99.16% | 99.16% |