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 | 4.18% | 0.23 CHF | 0.24 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 58,631 CHF | 18,339 CHF | 95.92% | 95.92% |
12/07/2024 | 4.47% | 0.22 CHF | 0.23 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 54,682 CHF | 17,155 CHF | 99.38% | 99.38% |
11/07/2024 | 4.80% | 0.21 CHF | 0.22 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 50,815 CHF | 15,995 CHF | 99.38% | 99.38% |
10/07/2024 | 4.67% | 0.20 CHF | 0.21 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 52,247 CHF | 16,424 CHF | 99.38% | 99.38% |
09/07/2024 | 4.52% | 0.21 CHF | 0.22 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 54,118 CHF | 16,985 CHF | 99.38% | 99.38% |
08/07/2024 | 4.11% | 0.24 CHF | 0.25 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 59,638 CHF | 18,641 CHF | 99.38% | 99.38% |
05/07/2024 | 4.37% | 0.22 CHF | 0.23 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 56,002 CHF | 17,551 CHF | 99.37% | 99.37% |
04/07/2024 | 4.48% | 0.22 CHF | 0.23 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 54,566 CHF | 17,120 CHF | 98.59% | 98.59% |
03/07/2024 | 4.60% | 0.22 CHF | 0.23 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 53,188 CHF | 16,707 CHF | 99.37% | 99.37% |
02/07/2024 | 4.30% | 0.24 CHF | 0.25 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 56,986 CHF | 17,846 CHF | 99.38% | 99.38% |