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 | 4.74% | 0.24 CHF | 0.28 CHF | 20,000 | 20,000 | 194,577 | 187,816 | 48,231 CHF | 48,491 CHF | 99.49% | 99.49% |
12/07/2024 | 3.57% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 55,092 CHF | 57,092 CHF | 99.48% | 99.48% |
11/07/2024 | 3.33% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 59,175 CHF | 61,175 CHF | 99.48% | 99.48% |
10/07/2024 | 3.34% | 0.30 CHF | 0.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 59,053 CHF | 61,053 CHF | 99.56% | 99.56% |
09/07/2024 | 3.24% | 0.30 CHF | 0.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 60,818 CHF | 62,818 CHF | 99.55% | 99.55% |
08/07/2024 | 2.80% | 0.33 CHF | 0.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 70,411 CHF | 72,411 CHF | 99.53% | 99.53% |
05/07/2024 | 3.01% | 0.32 CHF | 0.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 65,423 CHF | 67,423 CHF | 98.50% | 98.50% |
04/07/2024 | 3.00% | 0.33 CHF | 0.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 65,617 CHF | 67,617 CHF | 98.69% | 98.69% |
03/07/2024 | 3.00% | 0.32 CHF | 0.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 65,619 CHF | 67,619 CHF | 99.53% | 99.53% |
02/07/2024 | 3.03% | 0.31 CHF | 0.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 65,157 CHF | 67,157 CHF | 99.50% | 99.50% |