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 | 2.26% | 0.44 CHF | 0.45 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 32,765 CHF | 33,515 CHF | 99.38% | 99.38% |
12/07/2024 | 2.26% | 0.45 CHF | 0.46 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 32,882 CHF | 33,632 CHF | 99.08% | 99.08% |
11/07/2024 | 2.36% | 0.43 CHF | 0.44 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 31,444 CHF | 32,194 CHF | 97.94% | 97.94% |
10/07/2024 | 2.41% | 0.42 CHF | 0.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 30,808 CHF | 31,558 CHF | 95.49% | 95.49% |
09/07/2024 | 2.48% | 0.40 CHF | 0.41 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 29,871 CHF | 30,621 CHF | 99.05% | 99.05% |
08/07/2024 | 2.40% | 0.41 CHF | 0.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 30,935 CHF | 31,685 CHF | 99.24% | 99.24% |
05/07/2024 | 2.32% | 0.41 CHF | 0.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 31,979 CHF | 32,729 CHF | 99.39% | 99.39% |
04/07/2024 | 2.37% | 0.42 CHF | 0.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 31,271 CHF | 32,021 CHF | 99.39% | 99.39% |
03/07/2024 | 2.40% | 0.41 CHF | 0.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 30,941 CHF | 31,691 CHF | 98.64% | 98.64% |
02/07/2024 | 2.64% | 0.38 CHF | 0.39 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 28,074 CHF | 28,824 CHF | 99.06% | 99.06% |