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 | 2.35% | 0.40 CHF | 0.41 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 126,663 CHF | 21,611 CHF | 99.27% | 99.27% |
12/07/2024 | 2.11% | 0.47 CHF | 0.48 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 140,762 CHF | 23,960 CHF | 99.27% | 99.27% |
11/07/2024 | 2.37% | 0.46 CHF | 0.47 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 125,049 CHF | 21,341 CHF | 99.27% | 99.27% |
10/07/2024 | 2.84% | 0.38 CHF | 0.39 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 104,146 CHF | 17,858 CHF | 99.27% | 99.27% |
09/07/2024 | 2.61% | 0.37 CHF | 0.38 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 113,686 CHF | 19,448 CHF | 99.27% | 99.27% |
08/07/2024 | 2.42% | 0.37 CHF | 0.38 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 122,887 CHF | 20,981 CHF | 99.22% | 99.22% |
05/07/2024 | 2.59% | 0.40 CHF | 0.41 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 114,300 CHF | 19,550 CHF | 99.27% | 99.27% |
04/07/2024 | 2.97% | 0.35 CHF | 0.36 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 99,549 CHF | 17,092 CHF | 99.27% | 99.27% |
03/07/2024 | 2.88% | 0.33 CHF | 0.34 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 102,659 CHF | 17,610 CHF | 99.27% | 99.27% |
02/07/2024 | 2.96% | 0.33 CHF | 0.34 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 99,910 CHF | 17,152 CHF | 99.27% | 99.27% |