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 | 2.16% | 0.46 CHF | 0.47 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 114,417 CHF | 46,767 CHF | 99.17% | 99.17% |
12/07/2024 | 2.13% | 0.46 CHF | 0.47 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 116,231 CHF | 47,492 CHF | 99.16% | 99.16% |
11/07/2024 | 2.14% | 0.47 CHF | 0.48 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 115,400 CHF | 47,160 CHF | 99.17% | 99.17% |
10/07/2024 | 2.19% | 0.45 CHF | 0.46 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 113,147 CHF | 46,259 CHF | 99.16% | 99.16% |
09/07/2024 | 2.30% | 0.43 CHF | 0.44 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 107,454 CHF | 43,982 CHF | 99.17% | 99.17% |
08/07/2024 | 2.32% | 0.42 CHF | 0.43 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 106,749 CHF | 43,700 CHF | 99.15% | 99.15% |
05/07/2024 | 2.26% | 0.44 CHF | 0.45 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 109,455 CHF | 44,782 CHF | 99.16% | 99.16% |
04/07/2024 | 2.27% | 0.43 CHF | 0.44 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 108,859 CHF | 44,544 CHF | 99.17% | 99.17% |
03/07/2024 | 2.36% | 0.43 CHF | 0.44 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 104,634 CHF | 42,854 CHF | 99.17% | 99.17% |
02/07/2024 | 2.55% | 0.41 CHF | 0.42 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 96,826 CHF | 39,731 CHF | 99.16% | 99.16% |