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 | 5.18% | 0.19 CHF | 0.20 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 47,003 CHF | 19,801 CHF | 99.17% | 99.17% |
12/07/2024 | 4.42% | 0.23 CHF | 0.24 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 55,423 CHF | 23,169 CHF | 99.17% | 99.17% |
11/07/2024 | 4.70% | 0.21 CHF | 0.22 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 51,979 CHF | 21,792 CHF | 99.17% | 99.17% |
10/07/2024 | 5.04% | 0.19 CHF | 0.20 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 48,352 CHF | 20,341 CHF | 99.16% | 99.16% |
09/07/2024 | 4.58% | 0.22 CHF | 0.23 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 53,406 CHF | 22,362 CHF | 99.17% | 99.17% |
08/07/2024 | 4.62% | 0.21 CHF | 0.22 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 52,867 CHF | 22,147 CHF | 99.16% | 99.16% |
05/07/2024 | 4.84% | 0.21 CHF | 0.22 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 50,448 CHF | 21,179 CHF | 99.16% | 99.16% |
04/07/2024 | 4.80% | 0.20 CHF | 0.21 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 50,823 CHF | 21,329 CHF | 99.17% | 99.17% |
03/07/2024 | 4.28% | 0.22 CHF | 0.23 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 57,239 CHF | 23,896 CHF | 99.17% | 99.17% |
02/07/2024 | 3.55% | 0.27 CHF | 0.28 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 69,299 CHF | 28,720 CHF | 99.16% | 99.16% |