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 | 2.53% | 0.37 CHF | 0.38 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 97,589 CHF | 40,036 CHF | 99.17% | 99.17% |
12/07/2024 | 2.25% | 0.45 CHF | 0.46 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 110,447 CHF | 45,179 CHF | 99.17% | 99.17% |
11/07/2024 | 1.82% | 0.54 CHF | 0.55 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 135,810 CHF | 55,324 CHF | 99.17% | 99.17% |
10/07/2024 | 1.85% | 0.52 CHF | 0.53 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 134,221 CHF | 54,689 CHF | 99.16% | 99.16% |
09/07/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 139,478 CHF | 56,791 CHF | 99.17% | 99.17% |
08/07/2024 | 1.88% | 0.54 CHF | 0.55 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 132,052 CHF | 53,821 CHF | 99.16% | 99.16% |
05/07/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 127,120 CHF | 51,848 CHF | 99.16% | 99.16% |
04/07/2024 | 2.08% | 0.49 CHF | 0.50 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 118,910 CHF | 48,564 CHF | 99.17% | 99.17% |
03/07/2024 | 2.15% | 0.46 CHF | 0.47 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 114,934 CHF | 46,974 CHF | 99.17% | 99.17% |
02/07/2024 | 2.19% | 0.46 CHF | 0.47 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 113,118 CHF | 46,247 CHF | 99.17% | 99.17% |