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 | 4.31% | 0.25 CHF | 0.26 CHF | 250,000 | 250,000 | 210,832 | 200,133 | 52,262 CHF | 51,691 CHF | 99.36% | 99.36% |
12/07/2024 | 5.89% | 0.24 CHF | 0.25 CHF | 250,000 | 250,000 | 216,179 | 200,123 | 52,243 CHF | 51,226 CHF | 99.68% | 99.68% |
11/07/2024 | 4.47% | 0.24 CHF | 0.25 CHF | 250,000 | 250,000 | 233,451 | 200,129 | 52,787 CHF | 47,501 CHF | 98.19% | 98.19% |
10/07/2024 | 6.57% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 233,419 | 199,887 | 51,202 CHF | 46,710 CHF | 95.36% | 95.36% |
09/07/2024 | 5.45% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 229,047 | 200,119 | 51,243 CHF | 47,177 CHF | 99.69% | 99.69% |
08/07/2024 | 4.70% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 219,823 | 200,129 | 51,501 CHF | 49,058 CHF | 99.68% | 99.68% |
05/07/2024 | 5.54% | 0.24 CHF | 0.25 CHF | 250,000 | 250,000 | 225,975 | 200,277 | 51,989 CHF | 48,603 CHF | 98.36% | 98.36% |
04/07/2024 | 4.56% | 0.23 CHF | 0.24 CHF | 250,000 | 250,000 | 219,732 | 198,770 | 51,995 CHF | 49,182 CHF | 86.76% | 86.76% |
03/07/2024 | 5.41% | 0.23 CHF | 0.24 CHF | 250,000 | 250,000 | 229,103 | 200,274 | 51,812 CHF | 47,773 CHF | 99.68% | 99.68% |
02/07/2024 | 5.06% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 242,757 | 200,107 | 51,335 CHF | 44,774 CHF | 98.06% | 98.06% |