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 | 2.23% | 0.42 CHF | 0.43 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 332,662 CHF | 113,387 CHF | 99.38% | 99.38% |
12/07/2024 | 2.37% | 0.44 CHF | 0.45 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 312,812 CHF | 106,771 CHF | 99.38% | 99.38% |
11/07/2024 | 2.50% | 0.42 CHF | 0.43 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 297,156 CHF | 101,552 CHF | 99.37% | 99.37% |
10/07/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 275,837 CHF | 94,446 CHF | 99.37% | 99.37% |
09/07/2024 | 2.61% | 0.37 CHF | 0.38 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 284,274 CHF | 97,258 CHF | 99.38% | 99.38% |
08/07/2024 | 2.65% | 0.37 CHF | 0.38 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 279,521 CHF | 95,674 CHF | 99.38% | 99.38% |
05/07/2024 | 2.42% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 306,084 CHF | 104,528 CHF | 99.38% | 99.38% |
04/07/2024 | 2.53% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 292,765 CHF | 100,088 CHF | 98.59% | 98.59% |
03/07/2024 | 2.63% | 0.38 CHF | 0.39 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 281,724 CHF | 96,408 CHF | 99.37% | 99.37% |
02/07/2024 | 2.98% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 248,069 CHF | 85,190 CHF | 99.38% | 99.38% |