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 | 2.71% | 0.36 CHF | 0.37 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 91,052 CHF | 28,066 CHF | 95.92% | 95.92% |
12/07/2024 | 2.89% | 0.35 CHF | 0.36 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 85,408 CHF | 26,372 CHF | 99.38% | 99.38% |
11/07/2024 | 3.04% | 0.33 CHF | 0.34 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 80,912 CHF | 25,024 CHF | 99.38% | 99.38% |
10/07/2024 | 2.98% | 0.32 CHF | 0.33 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 82,555 CHF | 25,517 CHF | 99.37% | 99.37% |
09/07/2024 | 2.89% | 0.33 CHF | 0.34 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 85,327 CHF | 26,348 CHF | 99.38% | 99.38% |
08/07/2024 | 2.70% | 0.37 CHF | 0.38 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 91,391 CHF | 28,167 CHF | 99.37% | 99.37% |
05/07/2024 | 2.84% | 0.35 CHF | 0.36 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 86,881 CHF | 26,814 CHF | 99.38% | 99.38% |
04/07/2024 | 2.91% | 0.35 CHF | 0.36 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 84,797 CHF | 26,189 CHF | 98.59% | 98.59% |
03/07/2024 | 2.96% | 0.34 CHF | 0.35 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 83,502 CHF | 25,801 CHF | 99.37% | 99.37% |
02/07/2024 | 2.83% | 0.36 CHF | 0.37 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 87,021 CHF | 26,856 CHF | 99.38% | 99.38% |