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 | 3.16% | 0.28 CHF | 0.29 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 78,068 CHF | 32,227 CHF | 99.38% | 99.38% |
12/07/2024 | 3.32% | 0.32 CHF | 0.33 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 74,149 CHF | 30,660 CHF | 99.38% | 99.38% |
11/07/2024 | 3.52% | 0.29 CHF | 0.30 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 69,887 CHF | 28,955 CHF | 99.38% | 99.38% |
10/07/2024 | 3.69% | 0.27 CHF | 0.28 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 66,658 CHF | 27,663 CHF | 99.37% | 99.37% |
09/07/2024 | 4.06% | 0.22 CHF | 0.23 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 60,567 CHF | 25,227 CHF | 99.38% | 99.38% |
08/07/2024 | 3.75% | 0.26 CHF | 0.27 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 65,434 CHF | 27,174 CHF | 99.36% | 99.36% |
05/07/2024 | 3.51% | 0.25 CHF | 0.26 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 70,147 CHF | 29,059 CHF | 99.36% | 99.36% |
04/07/2024 | 3.56% | 0.27 CHF | 0.28 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 69,167 CHF | 28,667 CHF | 99.17% | 99.17% |
03/07/2024 | 3.82% | 0.25 CHF | 0.26 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 64,471 CHF | 26,788 CHF | 99.16% | 99.16% |
02/07/2024 | 5.38% | 0.19 CHF | 0.20 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 45,288 CHF | 19,115 CHF | 99.17% | 99.17% |