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 | 2.00% | 0.47 CHF | 0.48 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 371,066 CHF | 126,189 CHF | 99.38% | 99.38% |
12/07/2024 | 2.12% | 0.49 CHF | 0.50 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 350,944 CHF | 119,481 CHF | 99.38% | 99.38% |
11/07/2024 | 2.22% | 0.48 CHF | 0.49 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 335,020 CHF | 114,173 CHF | 99.38% | 99.38% |
10/07/2024 | 2.37% | 0.42 CHF | 0.43 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 313,337 CHF | 106,946 CHF | 99.37% | 99.37% |
09/07/2024 | 2.31% | 0.42 CHF | 0.43 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 321,703 CHF | 109,734 CHF | 99.37% | 99.37% |
08/07/2024 | 2.34% | 0.42 CHF | 0.43 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 316,851 CHF | 108,117 CHF | 99.38% | 99.38% |
05/07/2024 | 2.15% | 0.45 CHF | 0.46 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 344,939 CHF | 117,480 CHF | 99.38% | 99.38% |
04/07/2024 | 2.24% | 0.45 CHF | 0.46 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 330,774 CHF | 112,758 CHF | 98.59% | 98.59% |
03/07/2024 | 2.32% | 0.43 CHF | 0.44 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 319,224 CHF | 108,908 CHF | 99.37% | 99.37% |
02/07/2024 | 2.61% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 283,748 CHF | 97,083 CHF | 99.38% | 99.38% |