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 | 1.89% | 0.52 CHF | 0.53 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 131,002 CHF | 53,401 CHF | 99.17% | 99.17% |
12/07/2024 | 2.01% | 0.49 CHF | 0.50 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 123,023 CHF | 50,209 CHF | 99.17% | 99.17% |
11/07/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 126,063 CHF | 51,425 CHF | 99.16% | 99.16% |
10/07/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 129,436 CHF | 52,774 CHF | 99.16% | 99.16% |
09/07/2024 | 1.98% | 0.49 CHF | 0.50 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 124,768 CHF | 50,907 CHF | 99.17% | 99.17% |
08/07/2024 | 1.97% | 0.50 CHF | 0.51 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 125,688 CHF | 51,275 CHF | 99.15% | 99.15% |
05/07/2024 | 1.93% | 0.50 CHF | 0.51 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 128,040 CHF | 52,216 CHF | 99.16% | 99.16% |
04/07/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 127,695 CHF | 52,078 CHF | 99.17% | 99.17% |
03/07/2024 | 2.04% | 0.50 CHF | 0.51 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 121,564 CHF | 49,626 CHF | 99.17% | 99.17% |
02/07/2024 | 2.27% | 0.45 CHF | 0.46 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 109,057 CHF | 44,623 CHF | 99.16% | 99.16% |