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 | 2.05% | 0.48 CHF | 0.49 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 108,830 CHF | 37,027 CHF | 99.27% | 99.27% |
12/07/2024 | 2.04% | 0.49 CHF | 0.50 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 109,304 CHF | 37,185 CHF | 99.27% | 99.27% |
11/07/2024 | 2.21% | 0.48 CHF | 0.49 CHF | 225,000 | 75,000 | 253,372 | 84,460 | 113,031 CHF | 38,523 CHF | 99.27% | 99.27% |
10/07/2024 | 2.31% | 0.43 CHF | 0.44 CHF | 300,000 | 100,000 | 293,423 | 97,808 | 125,574 CHF | 42,836 CHF | 99.27% | 99.27% |
09/07/2024 | 2.33% | 0.42 CHF | 0.43 CHF | 300,000 | 100,000 | 296,898 | 98,966 | 125,797 CHF | 42,922 CHF | 99.27% | 99.27% |
08/07/2024 | 2.33% | 0.42 CHF | 0.43 CHF | 300,000 | 100,000 | 295,857 | 98,619 | 125,364 CHF | 42,774 CHF | 99.24% | 99.24% |
05/07/2024 | 2.37% | 0.41 CHF | 0.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 124,979 CHF | 42,660 CHF | 99.27% | 99.27% |
04/07/2024 | 2.42% | 0.42 CHF | 0.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 122,631 CHF | 41,877 CHF | 99.27% | 99.27% |
03/07/2024 | 2.54% | 0.38 CHF | 0.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 116,575 CHF | 39,858 CHF | 99.27% | 99.27% |
02/07/2024 | 2.56% | 0.38 CHF | 0.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 115,707 CHF | 39,569 CHF | 99.27% | 99.27% |