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 | 2.50% | 0.39 CHF | 0.40 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 98,633 CHF | 40,453 CHF | 99.17% | 99.17% |
12/07/2024 | 2.67% | 0.39 CHF | 0.40 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 92,625 CHF | 38,050 CHF | 99.17% | 99.17% |
11/07/2024 | 2.81% | 0.36 CHF | 0.37 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 87,663 CHF | 36,065 CHF | 99.16% | 99.16% |
10/07/2024 | 3.03% | 0.34 CHF | 0.35 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 81,242 CHF | 33,497 CHF | 99.16% | 99.16% |
09/07/2024 | 3.02% | 0.31 CHF | 0.32 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 81,621 CHF | 33,648 CHF | 99.17% | 99.17% |
08/07/2024 | 3.03% | 0.32 CHF | 0.33 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 81,339 CHF | 33,536 CHF | 99.16% | 99.16% |
05/07/2024 | 3.21% | 0.31 CHF | 0.32 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 76,732 CHF | 31,693 CHF | 99.16% | 99.16% |
04/07/2024 | 3.54% | 0.28 CHF | 0.29 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 69,424 CHF | 28,769 CHF | 99.17% | 99.17% |
03/07/2024 | 3.68% | 0.26 CHF | 0.27 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 66,711 CHF | 27,684 CHF | 99.17% | 99.17% |
02/07/2024 | 4.36% | 0.24 CHF | 0.25 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 56,295 CHF | 23,518 CHF | 99.16% | 99.16% |