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 | 2.09% | 0.48 CHF | 0.49 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 94,879 CHF | 96,879 CHF | 99.81% | 99.81% |
12/07/2024 | 2.30% | 0.49 CHF | 0.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 86,337 CHF | 88,337 CHF | 99.77% | 99.77% |
11/07/2024 | 3.17% | 0.43 CHF | 0.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 64,572 CHF | 66,572 CHF | 100.00% | 100.00% |
10/07/2024 | 3.52% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 55,866 CHF | 57,866 CHF | 94.51% | 94.51% |
09/07/2024 | 3.17% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 62,265 CHF | 64,265 CHF | 99.48% | 99.48% |
08/07/2024 | 3.27% | 0.33 CHF | 0.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 60,358 CHF | 62,358 CHF | 99.81% | 99.81% |
05/07/2024 | 2.91% | 0.33 CHF | 0.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 67,760 CHF | 69,760 CHF | 99.81% | 99.81% |
04/07/2024 | 2.86% | 0.34 CHF | 0.35 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 68,906 CHF | 70,906 CHF | 99.81% | 99.81% |
03/07/2024 | 2.96% | 0.34 CHF | 0.35 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 66,678 CHF | 68,678 CHF | 99.14% | 99.14% |
02/07/2024 | 2.71% | 0.37 CHF | 0.38 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 72,725 CHF | 74,725 CHF | 99.43% | 99.43% |