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 | 2.04% | 0.50 CHF | 0.51 CHF | 520,000 | 520,000 | 520,000 | 520,000 | 251,945 CHF | 257,145 CHF | 100.00% | 100.00% |
12/07/2024 | 2.11% | 0.49 CHF | 0.50 CHF | 530,000 | 530,000 | 530,000 | 530,000 | 248,380 CHF | 253,680 CHF | 99.85% | 99.85% |
11/07/2024 | 2.20% | 0.46 CHF | 0.47 CHF | 530,000 | 530,000 | 530,000 | 530,000 | 238,664 CHF | 243,964 CHF | 71.51% | 71.51% |
10/07/2024 | 2.38% | 0.42 CHF | 0.43 CHF | 530,000 | 530,000 | 530,000 | 530,000 | 219,986 CHF | 225,286 CHF | 99.38% | 99.38% |
09/07/2024 | 2.40% | 0.40 CHF | 0.41 CHF | 530,000 | 530,000 | 528,074 | 528,074 | 218,603 CHF | 223,903 CHF | 100.00% | 100.00% |
08/07/2024 | 2.31% | 0.43 CHF | 0.44 CHF | 530,000 | 530,000 | 529,087 | 529,087 | 226,936 CHF | 232,236 CHF | 99.99% | 99.99% |
05/07/2024 | 2.34% | 0.42 CHF | 0.43 CHF | 540,000 | 540,000 | 540,000 | 540,000 | 227,864 CHF | 233,264 CHF | 99.56% | 99.56% |
04/07/2024 | 2.46% | 0.42 CHF | 0.43 CHF | 550,000 | 550,000 | 550,000 | 550,000 | 221,155 CHF | 226,655 CHF | 100.00% | 100.00% |
03/07/2024 | 2.57% | 0.41 CHF | 0.42 CHF | 560,000 | 560,000 | 560,000 | 560,000 | 214,967 CHF | 220,567 CHF | 99.77% | 99.77% |
02/07/2024 | 2.82% | 0.36 CHF | 0.37 CHF | 560,000 | 560,000 | 560,000 | 560,000 | 196,153 CHF | 201,753 CHF | 99.92% | 99.92% |