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 | 2.46% | 0.40 CHF | 0.41 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 100,497 CHF | 41,199 CHF | 99.17% | 99.17% |
12/07/2024 | 2.66% | 0.36 CHF | 0.37 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 92,691 CHF | 38,076 CHF | 99.17% | 99.17% |
11/07/2024 | 2.58% | 0.38 CHF | 0.39 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 95,784 CHF | 39,314 CHF | 99.16% | 99.16% |
10/07/2024 | 2.49% | 0.40 CHF | 0.41 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 99,332 CHF | 40,733 CHF | 99.16% | 99.16% |
09/07/2024 | 2.61% | 0.37 CHF | 0.38 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 94,586 CHF | 38,834 CHF | 99.17% | 99.17% |
08/07/2024 | 2.59% | 0.38 CHF | 0.39 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 95,183 CHF | 39,073 CHF | 99.15% | 99.15% |
05/07/2024 | 2.52% | 0.38 CHF | 0.39 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 97,878 CHF | 40,151 CHF | 99.16% | 99.16% |
04/07/2024 | 2.53% | 0.39 CHF | 0.40 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 97,683 CHF | 40,073 CHF | 99.17% | 99.17% |
03/07/2024 | 2.70% | 0.38 CHF | 0.39 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 91,456 CHF | 37,583 CHF | 99.17% | 99.17% |
02/07/2024 | 3.12% | 0.33 CHF | 0.34 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 78,879 CHF | 32,552 CHF | 99.16% | 99.16% |