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 | 2.14% | 0.46 CHF | 0.47 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 115,636 CHF | 23,627 CHF | 95.92% | 95.92% |
12/07/2024 | 2.26% | 0.44 CHF | 0.45 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 109,440 CHF | 22,388 CHF | 99.38% | 99.38% |
11/07/2024 | 2.38% | 0.42 CHF | 0.43 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 104,006 CHF | 21,301 CHF | 99.38% | 99.38% |
10/07/2024 | 2.35% | 0.41 CHF | 0.42 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 105,157 CHF | 21,532 CHF | 99.37% | 99.37% |
09/07/2024 | 2.26% | 0.42 CHF | 0.43 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 109,310 CHF | 22,362 CHF | 99.38% | 99.38% |
08/07/2024 | 2.15% | 0.47 CHF | 0.48 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 115,305 CHF | 23,561 CHF | 99.38% | 99.38% |
05/07/2024 | 2.24% | 0.45 CHF | 0.46 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 110,586 CHF | 22,617 CHF | 99.38% | 99.38% |
04/07/2024 | 2.30% | 0.44 CHF | 0.45 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 107,642 CHF | 22,028 CHF | 98.59% | 98.59% |
03/07/2024 | 2.31% | 0.43 CHF | 0.44 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 106,975 CHF | 21,895 CHF | 99.37% | 99.37% |
02/07/2024 | 2.21% | 0.46 CHF | 0.47 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 111,702 CHF | 22,840 CHF | 99.38% | 99.38% |