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 | 2.91% | 0.34 CHF | 0.35 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 84,803 CHF | 34,921 CHF | 99.17% | 99.17% |
12/07/2024 | 2.84% | 0.34 CHF | 0.35 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 86,892 CHF | 35,757 CHF | 99.17% | 99.17% |
11/07/2024 | 2.88% | 0.35 CHF | 0.36 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 85,688 CHF | 35,275 CHF | 99.16% | 99.16% |
10/07/2024 | 2.95% | 0.33 CHF | 0.34 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 83,492 CHF | 34,397 CHF | 99.16% | 99.16% |
09/07/2024 | 3.17% | 0.31 CHF | 0.32 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 77,634 CHF | 32,053 CHF | 99.17% | 99.17% |
08/07/2024 | 3.16% | 0.30 CHF | 0.31 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 77,844 CHF | 32,137 CHF | 99.15% | 99.15% |
05/07/2024 | 3.07% | 0.32 CHF | 0.33 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 80,186 CHF | 33,075 CHF | 99.16% | 99.16% |
04/07/2024 | 3.11% | 0.32 CHF | 0.33 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 79,204 CHF | 32,682 CHF | 99.17% | 99.17% |
03/07/2024 | 3.28% | 0.31 CHF | 0.32 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 75,021 CHF | 31,009 CHF | 99.17% | 99.17% |
02/07/2024 | 3.62% | 0.29 CHF | 0.30 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 67,933 CHF | 28,173 CHF | 99.16% | 99.16% |