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 | 4.38% | 0.31 CHF | 0.32 CHF | 250,000 | 250,000 | 207,084 | 200,212 | 64,619 CHF | 65,206 CHF | 99.21% | 99.21% |
12/07/2024 | 3.22% | 0.31 CHF | 0.32 CHF | 250,000 | 250,000 | 207,539 | 200,185 | 63,839 CHF | 63,574 CHF | 99.55% | 99.55% |
11/07/2024 | 4.98% | 0.31 CHF | 0.32 CHF | 250,000 | 250,000 | 208,725 | 200,197 | 60,653 CHF | 61,096 CHF | 98.02% | 98.02% |
10/07/2024 | 3.77% | 0.28 CHF | 0.29 CHF | 250,000 | 250,000 | 208,730 | 199,960 | 59,865 CHF | 59,504 CHF | 95.22% | 95.22% |
09/07/2024 | 3.50% | 0.29 CHF | 0.30 CHF | 250,000 | 250,000 | 208,589 | 200,184 | 59,999 CHF | 59,597 CHF | 99.55% | 99.55% |
08/07/2024 | 3.86% | 0.28 CHF | 0.29 CHF | 250,000 | 250,000 | 207,541 | 200,193 | 61,618 CHF | 61,740 CHF | 99.55% | 99.55% |
05/07/2024 | 3.32% | 0.30 CHF | 0.31 CHF | 250,000 | 250,000 | 207,726 | 200,353 | 62,047 CHF | 61,849 CHF | 98.22% | 98.22% |
04/07/2024 | 3.79% | 0.30 CHF | 0.31 CHF | 250,000 | 250,000 | 206,870 | 198,831 | 62,083 CHF | 61,871 CHF | 91.30% | 91.30% |
03/07/2024 | 4.03% | 0.30 CHF | 0.31 CHF | 250,000 | 250,000 | 208,662 | 200,342 | 60,586 CHF | 60,512 CHF | 99.55% | 99.55% |
02/07/2024 | 4.70% | 0.28 CHF | 0.29 CHF | 250,000 | 250,000 | 210,860 | 200,174 | 57,870 CHF | 57,599 CHF | 97.93% | 97.93% |