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 | 2.93% | 0.31 CHF | 0.32 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 84,094 CHF | 34,638 CHF | 99.17% | 99.17% |
12/07/2024 | 2.55% | 0.40 CHF | 0.41 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 97,099 CHF | 39,840 CHF | 99.17% | 99.17% |
11/07/2024 | 2.03% | 0.49 CHF | 0.50 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 122,056 CHF | 49,822 CHF | 99.16% | 99.16% |
10/07/2024 | 2.05% | 0.47 CHF | 0.48 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 120,764 CHF | 49,306 CHF | 99.16% | 99.16% |
09/07/2024 | 1.96% | 0.49 CHF | 0.50 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 126,106 CHF | 51,442 CHF | 99.17% | 99.17% |
08/07/2024 | 2.10% | 0.48 CHF | 0.49 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 117,914 CHF | 48,166 CHF | 99.16% | 99.16% |
05/07/2024 | 2.19% | 0.45 CHF | 0.46 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 112,810 CHF | 46,124 CHF | 99.16% | 99.16% |
04/07/2024 | 2.35% | 0.43 CHF | 0.44 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 105,061 CHF | 43,024 CHF | 99.17% | 99.17% |
03/07/2024 | 2.45% | 0.40 CHF | 0.41 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 100,691 CHF | 41,276 CHF | 99.17% | 99.17% |
02/07/2024 | 2.48% | 0.40 CHF | 0.41 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 99,444 CHF | 40,778 CHF | 99.16% | 99.16% |