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 | 2.19% | 0.44 CHF | 0.45 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 226,245 CHF | 46,249 CHF | 99.27% | 99.27% |
12/07/2024 | 2.26% | 0.45 CHF | 0.46 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 218,915 CHF | 44,783 CHF | 99.27% | 99.27% |
11/07/2024 | 2.41% | 0.43 CHF | 0.44 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 204,890 CHF | 41,978 CHF | 99.27% | 99.27% |
10/07/2024 | 2.60% | 0.40 CHF | 0.41 CHF | 500,000 | 100,000 | 500,000 | 99,994 | 190,111 CHF | 39,020 CHF | 99.27% | 99.27% |
09/07/2024 | 2.83% | 0.36 CHF | 0.37 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 174,193 CHF | 35,839 CHF | 99.27% | 99.27% |
08/07/2024 | 3.12% | 0.32 CHF | 0.33 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 157,854 CHF | 32,571 CHF | 99.25% | 99.25% |
05/07/2024 | 3.09% | 0.32 CHF | 0.33 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 159,393 CHF | 32,879 CHF | 99.27% | 99.27% |
04/07/2024 | 3.17% | 0.31 CHF | 0.32 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 155,499 CHF | 32,100 CHF | 99.27% | 99.27% |
03/07/2024 | 3.18% | 0.31 CHF | 0.32 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 154,548 CHF | 31,910 CHF | 99.27% | 99.27% |
02/07/2024 | 3.20% | 0.31 CHF | 0.32 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 153,862 CHF | 31,772 CHF | 99.27% | 99.27% |