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 | 2.25% | 0.42 CHF | 0.43 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 330,560 CHF | 112,687 CHF | 99.38% | 99.38% |
12/07/2024 | 2.38% | 0.44 CHF | 0.45 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 311,256 CHF | 106,252 CHF | 99.38% | 99.38% |
11/07/2024 | 2.49% | 0.42 CHF | 0.43 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 297,247 CHF | 101,582 CHF | 99.38% | 99.38% |
10/07/2024 | 2.65% | 0.37 CHF | 0.38 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 278,844 CHF | 95,448 CHF | 99.37% | 99.37% |
09/07/2024 | 2.59% | 0.37 CHF | 0.38 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 285,729 CHF | 97,743 CHF | 99.38% | 99.38% |
08/07/2024 | 2.62% | 0.38 CHF | 0.39 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 282,112 CHF | 96,537 CHF | 99.38% | 99.38% |
05/07/2024 | 2.42% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 305,808 CHF | 104,436 CHF | 99.38% | 99.38% |
04/07/2024 | 2.52% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 293,547 CHF | 100,349 CHF | 98.59% | 98.59% |
03/07/2024 | 2.62% | 0.38 CHF | 0.39 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 282,346 CHF | 96,615 CHF | 99.37% | 99.37% |
02/07/2024 | 2.92% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 253,074 CHF | 86,858 CHF | 99.38% | 99.38% |