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 | 2.11% | 0.47 CHF | 0.48 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 117,255 CHF | 47,902 CHF | 99.17% | 99.17% |
12/07/2024 | 2.28% | 0.43 CHF | 0.44 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 108,505 CHF | 44,402 CHF | 99.17% | 99.17% |
11/07/2024 | 2.20% | 0.45 CHF | 0.46 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 112,372 CHF | 45,949 CHF | 99.16% | 99.16% |
10/07/2024 | 2.15% | 0.46 CHF | 0.47 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 115,237 CHF | 47,095 CHF | 99.16% | 99.16% |
09/07/2024 | 2.24% | 0.43 CHF | 0.44 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 110,332 CHF | 45,133 CHF | 99.17% | 99.17% |
08/07/2024 | 2.22% | 0.45 CHF | 0.46 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 111,181 CHF | 45,473 CHF | 99.16% | 99.16% |
05/07/2024 | 2.17% | 0.45 CHF | 0.46 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 114,036 CHF | 46,614 CHF | 99.16% | 99.16% |
04/07/2024 | 2.19% | 0.46 CHF | 0.47 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 113,148 CHF | 46,259 CHF | 99.17% | 99.17% |
03/07/2024 | 2.30% | 0.44 CHF | 0.45 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 107,635 CHF | 44,054 CHF | 99.16% | 99.16% |
02/07/2024 | 2.59% | 0.39 CHF | 0.40 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 95,395 CHF | 39,158 CHF | 99.16% | 99.16% |