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 | 3.01% | 0.34 CHF | 0.35 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 65,375 CHF | 67,375 CHF | 97.99% | 97.99% |
12/07/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 73,631 CHF | 75,631 CHF | 99.48% | 99.48% |
11/07/2024 | 2.52% | 0.37 CHF | 0.38 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 78,509 CHF | 80,509 CHF | 99.47% | 99.47% |
10/07/2024 | 2.58% | 0.40 CHF | 0.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 76,857 CHF | 78,857 CHF | 99.57% | 99.57% |
09/07/2024 | 2.54% | 0.38 CHF | 0.39 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 77,721 CHF | 79,721 CHF | 99.56% | 99.56% |
08/07/2024 | 2.19% | 0.43 CHF | 0.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 90,419 CHF | 92,419 CHF | 99.42% | 99.42% |
05/07/2024 | 2.39% | 0.40 CHF | 0.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 82,606 CHF | 84,606 CHF | 98.50% | 98.50% |
04/07/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 81,890 CHF | 83,890 CHF | 97.90% | 97.90% |
03/07/2024 | 2.44% | 0.39 CHF | 0.40 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 81,122 CHF | 83,122 CHF | 99.54% | 99.54% |
02/07/2024 | 2.49% | 0.37 CHF | 0.38 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 79,408 CHF | 81,408 CHF | 99.52% | 99.52% |