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 | 4.08% | 0.23 CHF | 0.24 CHF | 250,000 | 50,000 | 250,000 | 50,001 | 60,136 CHF | 12,527 CHF | 95.92% | 95.92% |
12/07/2024 | 4.49% | 0.22 CHF | 0.23 CHF | 250,000 | 50,000 | 250,000 | 52,342 | 54,440 CHF | 11,880 CHF | 99.38% | 99.38% |
11/07/2024 | 4.88% | 0.21 CHF | 0.22 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 49,941 CHF | 15,732 CHF | 99.38% | 99.38% |
10/07/2024 | 4.75% | 0.20 CHF | 0.21 CHF | 250,000 | 75,000 | 250,000 | 72,350 | 51,376 CHF | 15,580 CHF | 99.37% | 99.37% |
09/07/2024 | 4.43% | 0.20 CHF | 0.21 CHF | 250,000 | 75,000 | 250,000 | 58,520 | 55,234 CHF | 13,420 CHF | 99.37% | 99.37% |
08/07/2024 | 3.98% | 0.25 CHF | 0.26 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 61,584 CHF | 12,817 CHF | 99.38% | 99.38% |
05/07/2024 | 4.30% | 0.23 CHF | 0.24 CHF | 250,000 | 50,000 | 250,000 | 50,320 | 56,902 CHF | 11,951 CHF | 99.37% | 99.37% |
04/07/2024 | 4.46% | 0.23 CHF | 0.24 CHF | 250,000 | 50,000 | 250,000 | 66,015 | 54,797 CHF | 15,119 CHF | 98.59% | 98.59% |
03/07/2024 | 4.59% | 0.22 CHF | 0.23 CHF | 250,000 | 75,000 | 250,000 | 67,291 | 53,523 CHF | 14,919 CHF | 99.37% | 99.37% |
02/07/2024 | 4.27% | 0.24 CHF | 0.25 CHF | 250,000 | 50,000 | 250,000 | 52,753 | 57,338 CHF | 12,601 CHF | 99.38% | 99.38% |