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 | 3.18% | 0.31 CHF | 0.32 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 77,325 CHF | 1,597 CHF | 99.17% | 99.17% |
12/07/2024 | 3.22% | 0.31 CHF | 0.32 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 76,411 CHF | 1,578 CHF | 99.17% | 99.17% |
11/07/2024 | 3.12% | 0.30 CHF | 0.31 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 78,889 CHF | 1,628 CHF | 99.17% | 99.17% |
10/07/2024 | 3.00% | 0.33 CHF | 0.34 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 82,121 CHF | 1,692 CHF | 99.16% | 99.16% |
09/07/2024 | 2.78% | 0.35 CHF | 0.36 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 88,660 CHF | 1,823 CHF | 99.17% | 99.17% |
08/07/2024 | 2.73% | 0.37 CHF | 0.38 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 90,297 CHF | 1,856 CHF | 99.15% | 99.15% |
05/07/2024 | 2.75% | 0.36 CHF | 0.37 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 89,741 CHF | 1,845 CHF | 99.16% | 99.16% |
04/07/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 92,196 CHF | 1,894 CHF | 99.17% | 99.17% |
03/07/2024 | 2.59% | 0.38 CHF | 0.39 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 95,329 CHF | 1,957 CHF | 99.17% | 99.17% |
02/07/2024 | 2.49% | 0.39 CHF | 0.40 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 99,272 CHF | 2,035 CHF | 99.16% | 99.16% |