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 | 373,740 CHF | 127,080 CHF | 99.27% | 99.27% |
12/07/2024 | 1.94% | 0.52 CHF | 0.53 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 382,678 CHF | 130,059 CHF | 99.27% | 99.27% |
11/07/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 395,219 CHF | 134,240 CHF | 99.27% | 99.27% |
10/07/2024 | 1.98% | 0.51 CHF | 0.52 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 374,728 CHF | 127,409 CHF | 99.27% | 99.27% |
09/07/2024 | 2.10% | 0.46 CHF | 0.47 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 353,437 CHF | 120,312 CHF | 99.27% | 99.27% |
08/07/2024 | 2.00% | 0.49 CHF | 0.50 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 371,455 CHF | 126,318 CHF | 99.25% | 99.25% |
05/07/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 358,694 CHF | 122,065 CHF | 99.27% | 99.27% |
04/07/2024 | 2.11% | 0.48 CHF | 0.49 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 352,469 CHF | 119,990 CHF | 99.27% | 99.27% |
03/07/2024 | 2.28% | 0.45 CHF | 0.46 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 325,690 CHF | 111,063 CHF | 99.27% | 99.27% |
02/07/2024 | 2.26% | 0.45 CHF | 0.46 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 328,085 CHF | 111,862 CHF | 99.27% | 99.27% |