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 | 3.71% | 0.27 CHF | 0.28 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 66,139 CHF | 27,456 CHF | 99.17% | 99.17% |
12/07/2024 | 3.30% | 0.30 CHF | 0.31 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 74,478 CHF | 30,791 CHF | 99.16% | 99.16% |
11/07/2024 | 3.44% | 0.29 CHF | 0.30 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 71,437 CHF | 29,575 CHF | 99.16% | 99.16% |
10/07/2024 | 3.61% | 0.27 CHF | 0.28 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 68,064 CHF | 28,226 CHF | 99.16% | 99.16% |
09/07/2024 | 3.37% | 0.30 CHF | 0.31 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 72,932 CHF | 30,173 CHF | 99.17% | 99.17% |
08/07/2024 | 3.39% | 0.29 CHF | 0.30 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 72,437 CHF | 29,975 CHF | 99.15% | 99.15% |
05/07/2024 | 3.52% | 0.29 CHF | 0.30 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 69,725 CHF | 28,890 CHF | 99.16% | 99.16% |
04/07/2024 | 3.50% | 0.28 CHF | 0.29 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 70,209 CHF | 29,084 CHF | 99.17% | 99.17% |
03/07/2024 | 3.21% | 0.29 CHF | 0.30 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 76,595 CHF | 31,638 CHF | 99.17% | 99.17% |
02/07/2024 | 2.77% | 0.35 CHF | 0.36 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 88,996 CHF | 36,599 CHF | 99.16% | 99.16% |