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 | 1.86% | 0.54 CHF | 0.55 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 133,467 CHF | 54,387 CHF | 99.38% | 99.38% |
12/07/2024 | 1.95% | 0.52 CHF | 0.53 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 126,946 CHF | 51,778 CHF | 99.38% | 99.38% |
11/07/2024 | 1.99% | 0.49 CHF | 0.50 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 124,226 CHF | 50,690 CHF | 99.38% | 99.38% |
10/07/2024 | 1.92% | 0.51 CHF | 0.52 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 128,796 CHF | 52,518 CHF | 99.38% | 99.38% |
09/07/2024 | 1.97% | 0.49 CHF | 0.50 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 125,843 CHF | 51,337 CHF | 99.38% | 99.38% |
08/07/2024 | 1.82% | 0.54 CHF | 0.55 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 135,785 CHF | 55,314 CHF | 99.36% | 99.36% |
05/07/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 140,145 CHF | 57,058 CHF | 99.38% | 99.38% |
04/07/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 127,548 CHF | 52,019 CHF | 99.38% | 99.38% |
03/07/2024 | 1.93% | 0.51 CHF | 0.52 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 128,393 CHF | 52,357 CHF | 99.38% | 99.38% |
02/07/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 131,467 CHF | 53,587 CHF | 99.38% | 99.38% |