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 | 2.39% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 310,217 CHF | 105,906 CHF | 99.27% | 99.27% |
12/07/2024 | 2.35% | 0.43 CHF | 0.44 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 315,876 CHF | 107,792 CHF | 99.27% | 99.27% |
11/07/2024 | 2.27% | 0.43 CHF | 0.44 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 326,445 CHF | 111,315 CHF | 99.27% | 99.27% |
10/07/2024 | 2.38% | 0.42 CHF | 0.43 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 311,534 CHF | 106,345 CHF | 99.27% | 99.27% |
09/07/2024 | 2.49% | 0.39 CHF | 0.40 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 298,003 CHF | 101,834 CHF | 99.27% | 99.27% |
08/07/2024 | 2.38% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 311,918 CHF | 106,473 CHF | 99.25% | 99.25% |
05/07/2024 | 2.44% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 303,732 CHF | 103,744 CHF | 99.27% | 99.27% |
04/07/2024 | 2.55% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 290,647 CHF | 99,382 CHF | 99.27% | 99.27% |
03/07/2024 | 2.85% | 0.37 CHF | 0.38 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 259,160 CHF | 88,887 CHF | 99.27% | 99.27% |
02/07/2024 | 2.76% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 268,009 CHF | 91,836 CHF | 99.27% | 99.27% |