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 | 2.41% | 0.40 CHF | 0.41 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 102,452 CHF | 20,991 CHF | 95.92% | 95.92% |
12/07/2024 | 2.55% | 0.39 CHF | 0.40 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 96,883 CHF | 19,877 CHF | 99.38% | 99.38% |
11/07/2024 | 2.71% | 0.37 CHF | 0.38 CHF | 250,000 | 50,000 | 250,000 | 51,606 | 91,098 CHF | 19,303 CHF | 99.38% | 99.38% |
10/07/2024 | 2.66% | 0.36 CHF | 0.37 CHF | 250,000 | 75,000 | 250,000 | 51,562 | 92,588 CHF | 19,595 CHF | 99.37% | 99.37% |
09/07/2024 | 2.57% | 0.37 CHF | 0.38 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 95,970 CHF | 19,694 CHF | 99.37% | 99.37% |
08/07/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 102,512 CHF | 21,002 CHF | 99.38% | 99.38% |
05/07/2024 | 2.54% | 0.39 CHF | 0.40 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 97,380 CHF | 19,976 CHF | 99.38% | 99.38% |
04/07/2024 | 2.60% | 0.39 CHF | 0.40 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 94,865 CHF | 19,473 CHF | 98.59% | 98.59% |
03/07/2024 | 2.64% | 0.38 CHF | 0.39 CHF | 250,000 | 50,000 | 250,000 | 58,827 | 93,673 CHF | 22,489 CHF | 99.37% | 99.37% |
02/07/2024 | 2.50% | 0.41 CHF | 0.42 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 98,939 CHF | 20,288 CHF | 99.38% | 99.38% |