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 | 2.07% | 0.48 CHF | 0.49 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 238,965 CHF | 48,793 CHF | 99.27% | 99.27% |
12/07/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 253,323 CHF | 51,665 CHF | 99.27% | 99.27% |
11/07/2024 | 1.92% | 0.53 CHF | 0.54 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 258,661 CHF | 52,732 CHF | 99.27% | 99.27% |
10/07/2024 | 1.98% | 0.51 CHF | 0.52 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 250,232 CHF | 51,046 CHF | 99.27% | 99.27% |
09/07/2024 | 1.93% | 0.53 CHF | 0.54 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 256,131 CHF | 52,226 CHF | 99.27% | 99.27% |
08/07/2024 | 2.09% | 0.48 CHF | 0.49 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 236,234 CHF | 48,247 CHF | 99.25% | 99.25% |
05/07/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 229,266 CHF | 46,853 CHF | 99.27% | 99.27% |
04/07/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 254,499 CHF | 51,900 CHF | 99.27% | 99.27% |
03/07/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 252,560 CHF | 51,512 CHF | 99.27% | 99.27% |
02/07/2024 | 2.01% | 0.49 CHF | 0.50 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 246,749 CHF | 50,350 CHF | 99.27% | 99.27% |