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 | 4.42% | 0.22 CHF | 0.23 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 55,362 CHF | 1,157 CHF | 99.17% | 99.17% |
12/07/2024 | 4.50% | 0.22 CHF | 0.23 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 54,311 CHF | 1,136 CHF | 99.16% | 99.16% |
11/07/2024 | 4.32% | 0.21 CHF | 0.22 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 56,733 CHF | 1,185 CHF | 99.17% | 99.17% |
10/07/2024 | 4.10% | 0.24 CHF | 0.25 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 59,807 CHF | 1,246 CHF | 99.16% | 99.16% |
09/07/2024 | 3.68% | 0.26 CHF | 0.27 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 66,719 CHF | 1,384 CHF | 99.17% | 99.17% |
08/07/2024 | 3.61% | 0.28 CHF | 0.29 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 68,051 CHF | 1,411 CHF | 99.16% | 99.16% |
05/07/2024 | 3.61% | 0.27 CHF | 0.28 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 67,988 CHF | 1,410 CHF | 99.16% | 99.16% |
04/07/2024 | 3.51% | 0.28 CHF | 0.29 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 69,968 CHF | 1,449 CHF | 99.17% | 99.17% |
03/07/2024 | 3.35% | 0.29 CHF | 0.30 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 73,392 CHF | 1,518 CHF | 99.17% | 99.17% |
02/07/2024 | 3.19% | 0.30 CHF | 0.31 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 77,036 CHF | 1,591 CHF | 99.16% | 99.16% |