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 | 2.03% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 292,809 CHF | 99,603 CHF | 99.17% | 99.17% |
12/07/2024 | 2.00% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 297,261 CHF | 101,087 CHF | 99.24% | 99.24% |
11/07/2024 | 2.02% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 294,199 CHF | 100,066 CHF | 98.03% | 98.03% |
10/07/2024 | 1.98% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 299,812 CHF | 101,937 CHF | 99.24% | 99.24% |
09/07/2024 | 2.01% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 295,169 CHF | 100,390 CHF | 99.24% | 99.24% |
08/07/2024 | 1.99% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 298,858 CHF | 101,619 CHF | 99.15% | 99.15% |
05/07/2024 | 1.91% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 310,520 CHF | 105,507 CHF | 98.43% | 98.43% |
04/07/2024 | 1.92% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 309,557 CHF | 105,186 CHF | 99.23% | 99.23% |
03/07/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 311,645 CHF | 105,882 CHF | 98.55% | 98.55% |
02/07/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 318,359 CHF | 108,120 CHF | 99.23% | 99.23% |