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 | 2.15% | 0.46 CHF | 0.47 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 207,125 CHF | 47,028 CHF | 99.27% | 99.27% |
12/07/2024 | 2.17% | 0.47 CHF | 0.48 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 205,589 CHF | 46,686 CHF | 99.27% | 99.27% |
11/07/2024 | 2.09% | 0.48 CHF | 0.49 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 213,502 CHF | 48,445 CHF | 99.27% | 99.27% |
10/07/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 208,333 CHF | 47,296 CHF | 99.27% | 99.27% |
09/07/2024 | 2.17% | 0.47 CHF | 0.48 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 205,972 CHF | 46,772 CHF | 99.27% | 99.27% |
08/07/2024 | 2.33% | 0.42 CHF | 0.43 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 190,803 CHF | 43,401 CHF | 99.25% | 99.25% |
05/07/2024 | 2.17% | 0.43 CHF | 0.44 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 205,272 CHF | 46,616 CHF | 99.27% | 99.27% |
04/07/2024 | 2.08% | 0.48 CHF | 0.49 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 214,173 CHF | 48,594 CHF | 99.27% | 99.27% |
03/07/2024 | 2.17% | 0.46 CHF | 0.47 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 205,394 CHF | 46,643 CHF | 99.27% | 99.27% |
02/07/2024 | 2.20% | 0.48 CHF | 0.49 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 202,781 CHF | 46,063 CHF | 99.27% | 99.27% |