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 | 3.86% | 0.24 CHF | 0.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 76,447 CHF | 26,482 CHF | 99.27% | 99.27% |
12/07/2024 | 3.76% | 0.30 CHF | 0.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 78,452 CHF | 27,151 CHF | 99.27% | 99.27% |
11/07/2024 | 3.88% | 0.27 CHF | 0.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 75,763 CHF | 26,254 CHF | 99.27% | 99.27% |
10/07/2024 | 4.09% | 0.24 CHF | 0.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 71,879 CHF | 24,960 CHF | 99.27% | 99.27% |
09/07/2024 | 4.09% | 0.24 CHF | 0.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 71,807 CHF | 24,936 CHF | 99.27% | 99.27% |
08/07/2024 | 4.03% | 0.24 CHF | 0.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 72,981 CHF | 25,327 CHF | 99.22% | 99.22% |
05/07/2024 | 4.03% | 0.23 CHF | 0.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 73,058 CHF | 25,353 CHF | 99.27% | 99.27% |
04/07/2024 | 3.89% | 0.24 CHF | 0.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 75,676 CHF | 26,225 CHF | 99.27% | 99.27% |
03/07/2024 | 3.77% | 0.26 CHF | 0.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 78,040 CHF | 27,013 CHF | 99.27% | 99.27% |
02/07/2024 | 4.17% | 0.25 CHF | 0.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 70,504 CHF | 24,501 CHF | 99.27% | 99.27% |