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 | 2.08% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 214,631 CHF | 73,044 CHF | 99.27% | 99.27% |
12/07/2024 | 2.00% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 223,450 CHF | 75,983 CHF | 99.27% | 99.27% |
11/07/2024 | 2.02% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 220,781 CHF | 75,094 CHF | 99.27% | 99.27% |
10/07/2024 | 2.20% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 202,028 CHF | 68,843 CHF | 99.27% | 99.27% |
09/07/2024 | 2.12% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 210,469 CHF | 71,656 CHF | 99.27% | 99.27% |
08/07/2024 | 2.32% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 191,923 CHF | 65,475 CHF | 99.24% | 99.24% |
05/07/2024 | 2.44% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 182,366 CHF | 62,289 CHF | 99.27% | 99.27% |
04/07/2024 | 2.10% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 212,134 CHF | 72,211 CHF | 99.27% | 99.27% |
03/07/2024 | 2.12% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 210,035 CHF | 71,512 CHF | 99.27% | 99.27% |
02/07/2024 | 2.18% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 204,306 CHF | 69,602 CHF | 99.27% | 99.27% |