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 | 1.80% | 0.58 CHF | 0.59 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 137,606 CHF | 56,042 CHF | 99.17% | 99.17% |
12/07/2024 | 1.65% | 0.58 CHF | 0.59 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 150,533 CHF | 61,213 CHF | 99.17% | 99.17% |
11/07/2024 | 1.98% | 0.50 CHF | 0.51 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 125,328 CHF | 51,131 CHF | 99.16% | 99.16% |
10/07/2024 | 1.82% | 0.52 CHF | 0.53 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 136,272 CHF | 55,509 CHF | 99.17% | 99.17% |
09/07/2024 | 1.85% | 0.60 CHF | 0.61 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 134,310 CHF | 54,724 CHF | 99.17% | 99.17% |
08/07/2024 | 1.79% | 0.61 CHF | 0.62 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 138,925 CHF | 56,570 CHF | 99.16% | 99.16% |
05/07/2024 | 2.55% | 0.41 CHF | 0.42 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 97,183 CHF | 39,873 CHF | 99.16% | 99.16% |
04/07/2024 | 3.37% | 0.29 CHF | 0.30 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 73,191 CHF | 30,277 CHF | 99.17% | 99.17% |
03/07/2024 | 3.22% | 0.29 CHF | 0.30 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 77,440 CHF | 31,976 CHF | 99.17% | 99.17% |
02/07/2024 | 2.39% | 0.41 CHF | 0.42 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 103,290 CHF | 42,316 CHF | 99.16% | 99.16% |