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 | 2.75% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 269,186 CHF | 92,229 CHF | 99.27% | 99.27% |
12/07/2024 | 2.68% | 0.38 CHF | 0.39 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 275,763 CHF | 94,421 CHF | 99.27% | 99.27% |
11/07/2024 | 2.57% | 0.38 CHF | 0.39 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 287,998 CHF | 98,499 CHF | 99.27% | 99.27% |
10/07/2024 | 2.73% | 0.37 CHF | 0.38 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 271,484 CHF | 92,995 CHF | 99.27% | 99.27% |
09/07/2024 | 2.87% | 0.33 CHF | 0.34 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 257,376 CHF | 88,292 CHF | 99.27% | 99.27% |
08/07/2024 | 2.74% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 270,452 CHF | 92,651 CHF | 99.25% | 99.25% |
05/07/2024 | 2.84% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 260,835 CHF | 89,445 CHF | 99.27% | 99.27% |
04/07/2024 | 2.89% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 256,106 CHF | 87,869 CHF | 99.27% | 99.27% |
03/07/2024 | 3.27% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 225,600 CHF | 77,700 CHF | 99.27% | 99.27% |
02/07/2024 | 3.18% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 232,110 CHF | 79,870 CHF | 99.27% | 99.27% |