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 | 2.39% | 0.41 CHF | 0.42 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 103,390 CHF | 31,767 CHF | 97.26% | 97.26% |
12/07/2024 | 2.43% | 0.41 CHF | 0.42 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 101,863 CHF | 31,309 CHF | 99.27% | 99.27% |
11/07/2024 | 2.15% | 0.44 CHF | 0.45 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 115,179 CHF | 35,304 CHF | 99.05% | 99.05% |
10/07/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 132,659 CHF | 40,548 CHF | 98.13% | 98.13% |
09/07/2024 | 1.92% | 0.55 CHF | 0.56 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 128,871 CHF | 39,411 CHF | 97.56% | 97.56% |
08/07/2024 | 2.15% | 0.48 CHF | 0.49 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 114,860 CHF | 35,208 CHF | 97.69% | 97.69% |
05/07/2024 | 2.11% | 0.47 CHF | 0.48 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 117,194 CHF | 35,908 CHF | 98.69% | 98.69% |
04/07/2024 | 2.13% | 0.45 CHF | 0.46 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 116,096 CHF | 35,579 CHF | 99.23% | 99.23% |
03/07/2024 | 1.99% | 0.49 CHF | 0.50 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 124,285 CHF | 38,036 CHF | 97.40% | 97.40% |
02/07/2024 | 2.03% | 0.50 CHF | 0.51 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 121,882 CHF | 37,315 CHF | 97.48% | 97.48% |