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 | 2.32% | 0.38 CHF | 0.39 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 106,937 CHF | 43,775 CHF | 99.37% | 99.37% |
12/07/2024 | 2.42% | 0.47 CHF | 0.48 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 102,549 CHF | 42,019 CHF | 99.38% | 99.38% |
11/07/2024 | 2.98% | 0.36 CHF | 0.37 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 82,782 CHF | 34,113 CHF | 99.38% | 99.38% |
10/07/2024 | 3.17% | 0.34 CHF | 0.35 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 77,725 CHF | 32,090 CHF | 99.36% | 99.36% |
09/07/2024 | 2.93% | 0.33 CHF | 0.34 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 84,063 CHF | 34,625 CHF | 99.38% | 99.38% |
08/07/2024 | 2.86% | 0.33 CHF | 0.34 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 86,296 CHF | 35,518 CHF | 99.38% | 99.38% |
05/07/2024 | 2.64% | 0.34 CHF | 0.35 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 93,510 CHF | 38,404 CHF | 99.14% | 99.14% |
04/07/2024 | 3.02% | 0.35 CHF | 0.36 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 81,505 CHF | 33,602 CHF | 99.38% | 99.38% |
03/07/2024 | 3.11% | 0.31 CHF | 0.32 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 79,258 CHF | 32,703 CHF | 99.37% | 99.37% |
02/07/2024 | 3.80% | 0.30 CHF | 0.31 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 64,849 CHF | 26,940 CHF | 99.37% | 99.37% |