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 | 1.80% | 0.54 CHF | 0.55 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 137,383 CHF | 27,977 CHF | 95.92% | 95.92% |
12/07/2024 | 1.92% | 0.52 CHF | 0.53 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 129,030 CHF | 26,306 CHF | 99.38% | 99.38% |
11/07/2024 | 2.05% | 0.49 CHF | 0.50 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 120,937 CHF | 24,687 CHF | 99.38% | 99.38% |
10/07/2024 | 2.03% | 0.48 CHF | 0.49 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 122,207 CHF | 24,941 CHF | 99.37% | 99.37% |
09/07/2024 | 1.94% | 0.49 CHF | 0.50 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 127,588 CHF | 26,018 CHF | 99.38% | 99.38% |
08/07/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 136,626 CHF | 27,825 CHF | 99.38% | 99.38% |
05/07/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 130,081 CHF | 26,516 CHF | 99.38% | 99.38% |
04/07/2024 | 1.97% | 0.52 CHF | 0.53 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 125,387 CHF | 25,577 CHF | 98.59% | 98.59% |
03/07/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 124,423 CHF | 25,385 CHF | 99.37% | 99.37% |
02/07/2024 | 1.90% | 0.54 CHF | 0.55 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 130,482 CHF | 26,596 CHF | 99.38% | 99.38% |