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 | 3.93% | 0.25 CHF | 0.26 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 62,371 CHF | 19,461 CHF | 99.16% | 99.16% |
12/07/2024 | 3.68% | 0.25 CHF | 0.26 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 66,689 CHF | 20,757 CHF | 97.51% | 97.51% |
11/07/2024 | 3.40% | 0.28 CHF | 0.29 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 72,209 CHF | 22,413 CHF | 99.12% | 99.12% |
10/07/2024 | 3.35% | 0.30 CHF | 0.31 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 73,380 CHF | 22,764 CHF | 98.98% | 98.98% |
09/07/2024 | 3.49% | 0.29 CHF | 0.30 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 70,417 CHF | 21,875 CHF | 98.81% | 98.81% |
08/07/2024 | 3.92% | 0.28 CHF | 0.29 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 62,623 CHF | 19,537 CHF | 98.63% | 98.63% |
05/07/2024 | 3.72% | 0.27 CHF | 0.28 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 65,919 CHF | 20,526 CHF | 99.23% | 99.23% |
04/07/2024 | 3.77% | 0.26 CHF | 0.27 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 65,053 CHF | 20,266 CHF | 99.23% | 99.23% |
03/07/2024 | 3.66% | 0.26 CHF | 0.27 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 67,163 CHF | 20,899 CHF | 99.23% | 99.23% |
02/07/2024 | 3.60% | 0.28 CHF | 0.29 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 68,198 CHF | 21,210 CHF | 99.23% | 99.23% |