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 | 2.95% | 0.34 CHF | 0.35 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 83,468 CHF | 34,387 CHF | 99.38% | 99.38% |
12/07/2024 | 3.20% | 0.32 CHF | 0.33 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 76,946 CHF | 31,778 CHF | 99.38% | 99.38% |
11/07/2024 | 3.32% | 0.29 CHF | 0.30 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 74,226 CHF | 30,690 CHF | 99.38% | 99.38% |
10/07/2024 | 3.12% | 0.31 CHF | 0.32 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 78,993 CHF | 32,597 CHF | 99.38% | 99.38% |
09/07/2024 | 3.25% | 0.29 CHF | 0.30 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 75,843 CHF | 31,337 CHF | 99.38% | 99.38% |
08/07/2024 | 2.87% | 0.34 CHF | 0.35 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 85,785 CHF | 35,314 CHF | 99.36% | 99.36% |
05/07/2024 | 2.74% | 0.36 CHF | 0.37 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 90,145 CHF | 37,058 CHF | 99.38% | 99.38% |
04/07/2024 | 3.17% | 0.31 CHF | 0.32 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 77,548 CHF | 32,019 CHF | 99.38% | 99.38% |
03/07/2024 | 3.14% | 0.31 CHF | 0.32 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 78,393 CHF | 32,357 CHF | 99.38% | 99.38% |
02/07/2024 | 3.02% | 0.33 CHF | 0.34 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 81,467 CHF | 33,587 CHF | 99.38% | 99.38% |