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 | 2.99% | 0.33 CHF | 0.34 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 82,295 CHF | 33,918 CHF | 99.17% | 99.17% |
12/07/2024 | 3.34% | 0.29 CHF | 0.30 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 73,578 CHF | 30,431 CHF | 99.16% | 99.16% |
11/07/2024 | 3.18% | 0.31 CHF | 0.32 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 77,372 CHF | 31,949 CHF | 99.16% | 99.16% |
10/07/2024 | 3.05% | 0.33 CHF | 0.34 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 80,805 CHF | 33,322 CHF | 99.16% | 99.16% |
09/07/2024 | 3.24% | 0.29 CHF | 0.30 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 75,871 CHF | 31,348 CHF | 99.17% | 99.17% |
08/07/2024 | 3.21% | 0.31 CHF | 0.32 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 76,556 CHF | 31,622 CHF | 99.16% | 99.16% |
05/07/2024 | 3.11% | 0.31 CHF | 0.32 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 79,165 CHF | 32,666 CHF | 99.16% | 99.16% |
04/07/2024 | 3.14% | 0.32 CHF | 0.33 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 78,291 CHF | 32,316 CHF | 99.17% | 99.17% |
03/07/2024 | 3.38% | 0.30 CHF | 0.31 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 72,761 CHF | 30,104 CHF | 99.17% | 99.17% |
02/07/2024 | 4.04% | 0.25 CHF | 0.26 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 60,701 CHF | 25,280 CHF | 99.16% | 99.16% |