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 | 3.38% | 0.29 CHF | 0.30 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 72,684 CHF | 22,555 CHF | 95.92% | 95.92% |
12/07/2024 | 3.63% | 0.28 CHF | 0.29 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 67,708 CHF | 21,062 CHF | 99.38% | 99.38% |
11/07/2024 | 3.84% | 0.26 CHF | 0.27 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 63,923 CHF | 19,927 CHF | 99.38% | 99.38% |
10/07/2024 | 3.77% | 0.25 CHF | 0.26 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 65,108 CHF | 20,283 CHF | 99.37% | 99.37% |
09/07/2024 | 3.60% | 0.26 CHF | 0.27 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 68,307 CHF | 21,242 CHF | 99.37% | 99.37% |
08/07/2024 | 3.38% | 0.29 CHF | 0.30 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 72,678 CHF | 22,553 CHF | 99.38% | 99.38% |
05/07/2024 | 3.55% | 0.28 CHF | 0.29 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 69,276 CHF | 21,533 CHF | 99.38% | 99.38% |
04/07/2024 | 3.65% | 0.28 CHF | 0.29 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 67,337 CHF | 20,951 CHF | 98.58% | 98.58% |
03/07/2024 | 3.69% | 0.27 CHF | 0.28 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 66,608 CHF | 20,732 CHF | 99.37% | 99.37% |
02/07/2024 | 3.53% | 0.29 CHF | 0.30 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 69,531 CHF | 21,609 CHF | 99.38% | 99.38% |