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 | 4.34% | 0.22 CHF | 0.23 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 112,709 CHF | 23,542 CHF | 95.92% | 95.92% |
12/07/2024 | 4.66% | 0.22 CHF | 0.23 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 104,939 CHF | 21,988 CHF | 99.38% | 99.38% |
11/07/2024 | 4.88% | 0.20 CHF | 0.21 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 99,891 CHF | 20,978 CHF | 99.38% | 99.38% |
10/07/2024 | 4.85% | 0.20 CHF | 0.21 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 100,628 CHF | 21,126 CHF | 99.38% | 99.38% |
09/07/2024 | 4.58% | 0.20 CHF | 0.21 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 106,814 CHF | 22,363 CHF | 99.38% | 99.38% |
08/07/2024 | 4.27% | 0.23 CHF | 0.24 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 114,566 CHF | 23,913 CHF | 99.38% | 99.38% |
05/07/2024 | 4.53% | 0.22 CHF | 0.23 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 107,906 CHF | 22,581 CHF | 99.38% | 99.38% |
04/07/2024 | 4.66% | 0.21 CHF | 0.22 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 104,892 CHF | 21,979 CHF | 98.59% | 98.59% |
03/07/2024 | 4.74% | 0.21 CHF | 0.22 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 103,124 CHF | 21,625 CHF | 99.37% | 99.37% |
02/07/2024 | 4.49% | 0.23 CHF | 0.24 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 108,993 CHF | 22,799 CHF | 99.38% | 99.38% |