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 | 3.19% | 0.30 CHF | 0.31 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 77,193 CHF | 23,908 CHF | 95.92% | 95.92% |
12/07/2024 | 3.41% | 0.29 CHF | 0.30 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 72,174 CHF | 22,402 CHF | 99.38% | 99.38% |
11/07/2024 | 3.64% | 0.28 CHF | 0.29 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 67,481 CHF | 20,994 CHF | 99.38% | 99.38% |
10/07/2024 | 3.55% | 0.27 CHF | 0.28 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 69,178 CHF | 21,503 CHF | 99.37% | 99.37% |
09/07/2024 | 3.44% | 0.27 CHF | 0.28 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 71,492 CHF | 22,198 CHF | 99.38% | 99.38% |
08/07/2024 | 3.19% | 0.31 CHF | 0.32 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 77,218 CHF | 23,915 CHF | 99.38% | 99.38% |
05/07/2024 | 3.33% | 0.30 CHF | 0.31 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 73,902 CHF | 22,921 CHF | 99.38% | 99.38% |
04/07/2024 | 3.47% | 0.29 CHF | 0.30 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 70,899 CHF | 22,020 CHF | 98.59% | 98.59% |
03/07/2024 | 3.52% | 0.28 CHF | 0.29 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 69,954 CHF | 21,736 CHF | 99.37% | 99.37% |
02/07/2024 | 3.31% | 0.31 CHF | 0.32 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 74,296 CHF | 23,039 CHF | 99.38% | 99.38% |