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 | 2.05% | 0.46 CHF | 0.47 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 241,077 CHF | 49,215 CHF | 99.27% | 99.27% |
12/07/2024 | 1.92% | 0.53 CHF | 0.54 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 257,759 CHF | 52,552 CHF | 99.27% | 99.27% |
11/07/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 264,420 CHF | 53,884 CHF | 99.27% | 99.27% |
10/07/2024 | 1.99% | 0.53 CHF | 0.54 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 248,589 CHF | 50,718 CHF | 99.27% | 99.27% |
09/07/2024 | 1.88% | 0.49 CHF | 0.50 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 263,334 CHF | 53,667 CHF | 99.27% | 99.27% |
08/07/2024 | 1.84% | 0.56 CHF | 0.57 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 269,842 CHF | 54,968 CHF | 99.25% | 99.25% |
05/07/2024 | 1.72% | 0.55 CHF | 0.56 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 288,016 CHF | 58,603 CHF | 99.27% | 99.27% |
04/07/2024 | 2.09% | 0.46 CHF | 0.47 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 236,709 CHF | 48,342 CHF | 99.27% | 99.27% |
03/07/2024 | 2.20% | 0.47 CHF | 0.48 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 225,247 CHF | 46,049 CHF | 99.27% | 99.27% |
02/07/2024 | 2.46% | 0.41 CHF | 0.42 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 200,994 CHF | 41,199 CHF | 99.27% | 99.27% |