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 | 3.41% | 0.31 CHF | 0.32 CHF | 250,000 | 250,000 | 207,562 | 200,127 | 63,892 CHF | 63,663 CHF | 98.99% | 98.99% |
12/07/2024 | 4.71% | 0.30 CHF | 0.31 CHF | 250,000 | 250,000 | 207,508 | 200,121 | 62,442 CHF | 63,029 CHF | 99.69% | 99.69% |
11/07/2024 | 3.59% | 0.30 CHF | 0.31 CHF | 250,000 | 250,000 | 208,697 | 200,127 | 59,768 CHF | 59,453 CHF | 98.19% | 98.19% |
10/07/2024 | 4.93% | 0.27 CHF | 0.28 CHF | 250,000 | 250,000 | 208,702 | 199,884 | 58,230 CHF | 58,562 CHF | 95.36% | 95.36% |
09/07/2024 | 4.37% | 0.28 CHF | 0.29 CHF | 250,000 | 250,000 | 208,564 | 200,119 | 59,086 CHF | 59,154 CHF | 99.69% | 99.69% |
08/07/2024 | 4.35% | 0.28 CHF | 0.29 CHF | 250,000 | 250,000 | 208,566 | 200,128 | 60,992 CHF | 61,049 CHF | 99.68% | 99.68% |
05/07/2024 | 4.15% | 0.30 CHF | 0.31 CHF | 250,000 | 250,000 | 208,750 | 200,277 | 60,479 CHF | 60,380 CHF | 98.37% | 98.37% |
04/07/2024 | 3.74% | 0.29 CHF | 0.30 CHF | 250,000 | 250,000 | 207,229 | 198,770 | 61,343 CHF | 61,048 CHF | 86.76% | 86.76% |
03/07/2024 | 4.29% | 0.29 CHF | 0.30 CHF | 250,000 | 250,000 | 208,635 | 200,271 | 59,689 CHF | 59,749 CHF | 99.69% | 99.69% |
02/07/2024 | 4.02% | 0.28 CHF | 0.29 CHF | 250,000 | 250,000 | 210,845 | 200,103 | 57,339 CHF | 56,774 CHF | 98.06% | 98.06% |