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 | 5.08% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 143,973 CHF | 50,491 CHF | 99.17% | 99.17% |
12/07/2024 | 5.17% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 141,387 CHF | 49,629 CHF | 99.17% | 99.17% |
11/07/2024 | 4.57% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 160,724 CHF | 56,075 CHF | 99.17% | 99.17% |
10/07/2024 | 4.46% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 164,548 CHF | 57,349 CHF | 99.17% | 99.17% |
09/07/2024 | 3.80% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 194,800 CHF | 67,433 CHF | 99.17% | 99.17% |
08/07/2024 | 3.56% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 207,127 CHF | 71,542 CHF | 99.15% | 99.15% |
05/07/2024 | 3.53% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 208,714 CHF | 72,071 CHF | 99.16% | 99.16% |
04/07/2024 | 3.60% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 204,783 CHF | 70,761 CHF | 99.17% | 99.17% |
03/07/2024 | 3.54% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 208,283 CHF | 71,928 CHF | 99.17% | 99.17% |
02/07/2024 | 3.87% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 190,091 CHF | 65,864 CHF | 99.16% | 99.16% |