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 | 2.41% | 0.41 CHF | 0.42 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 102,481 CHF | 31,494 CHF | 99.16% | 99.16% |
12/07/2024 | 2.51% | 0.41 CHF | 0.42 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 98,394 CHF | 30,268 CHF | 97.51% | 97.51% |
11/07/2024 | 2.65% | 0.38 CHF | 0.39 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 93,211 CHF | 28,713 CHF | 99.12% | 99.12% |
10/07/2024 | 2.67% | 0.36 CHF | 0.37 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 92,312 CHF | 28,444 CHF | 98.98% | 98.98% |
09/07/2024 | 2.58% | 0.38 CHF | 0.39 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 95,659 CHF | 29,448 CHF | 98.81% | 98.81% |
08/07/2024 | 2.39% | 0.39 CHF | 0.40 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 103,332 CHF | 31,750 CHF | 98.63% | 98.63% |
05/07/2024 | 2.47% | 0.39 CHF | 0.40 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 100,052 CHF | 30,766 CHF | 99.24% | 99.24% |
04/07/2024 | 2.42% | 0.41 CHF | 0.42 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 101,986 CHF | 31,346 CHF | 99.23% | 99.23% |
03/07/2024 | 2.46% | 0.41 CHF | 0.42 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 100,302 CHF | 30,841 CHF | 99.23% | 99.23% |
02/07/2024 | 2.47% | 0.39 CHF | 0.40 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 99,868 CHF | 30,710 CHF | 99.24% | 99.24% |