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 | 1.99% | 0.48 CHF | 0.49 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 373,222 CHF | 126,907 CHF | 99.27% | 99.27% |
12/07/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 380,255 CHF | 129,252 CHF | 99.27% | 99.27% |
11/07/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 390,440 CHF | 132,647 CHF | 99.27% | 99.27% |
10/07/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 371,918 CHF | 126,473 CHF | 99.27% | 99.27% |
09/07/2024 | 2.09% | 0.46 CHF | 0.47 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 355,179 CHF | 120,893 CHF | 99.27% | 99.27% |
08/07/2024 | 2.00% | 0.49 CHF | 0.50 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 370,607 CHF | 126,036 CHF | 99.25% | 99.25% |
05/07/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 358,324 CHF | 121,941 CHF | 99.27% | 99.27% |
04/07/2024 | 2.11% | 0.47 CHF | 0.48 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 351,940 CHF | 119,813 CHF | 99.27% | 99.27% |
03/07/2024 | 2.28% | 0.45 CHF | 0.46 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 325,897 CHF | 111,132 CHF | 99.27% | 99.27% |
02/07/2024 | 2.24% | 0.45 CHF | 0.46 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 331,363 CHF | 112,954 CHF | 99.27% | 99.27% |