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 | 2.42% | 0.40 CHF | 0.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 122,629 CHF | 41,876 CHF | 99.38% | 99.38% |
12/07/2024 | 2.41% | 0.43 CHF | 0.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 122,886 CHF | 41,962 CHF | 99.38% | 99.38% |
11/07/2024 | 2.52% | 0.42 CHF | 0.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 117,757 CHF | 40,252 CHF | 99.38% | 99.38% |
10/07/2024 | 2.71% | 0.38 CHF | 0.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 109,429 CHF | 37,476 CHF | 99.38% | 99.38% |
09/07/2024 | 2.55% | 0.35 CHF | 0.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 116,578 CHF | 39,859 CHF | 99.38% | 99.38% |
08/07/2024 | 2.52% | 0.38 CHF | 0.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 117,623 CHF | 40,208 CHF | 99.38% | 99.38% |
05/07/2024 | 2.44% | 0.40 CHF | 0.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 121,407 CHF | 41,469 CHF | 99.37% | 99.37% |
04/07/2024 | 2.41% | 0.39 CHF | 0.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 123,099 CHF | 42,033 CHF | 98.59% | 98.59% |
03/07/2024 | 2.52% | 0.40 CHF | 0.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 117,638 CHF | 40,213 CHF | 99.38% | 99.38% |
02/07/2024 | 2.75% | 0.37 CHF | 0.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 107,645 CHF | 36,882 CHF | 99.37% | 99.37% |