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 | 4.08% | 0.24 CHF | 0.25 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 72,000 CHF | 75,000 CHF | 99.44% | 99.50% |
12/07/2024 | 4.10% | 0.23 CHF | 0.24 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 59,797 CHF | 62,297 CHF | 99.50% | 99.50% |
11/07/2024 | 3.86% | 0.25 CHF | 0.26 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 63,535 CHF | 66,035 CHF | 99.54% | 99.54% |
10/07/2024 | 3.61% | 0.26 CHF | 0.27 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 68,188 CHF | 70,688 CHF | 99.55% | 99.55% |
09/07/2024 | 3.77% | 0.26 CHF | 0.27 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 65,162 CHF | 67,662 CHF | 99.57% | 99.57% |
08/07/2024 | 3.88% | 0.25 CHF | 0.26 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 63,274 CHF | 65,774 CHF | 99.49% | 99.49% |
05/07/2024 | 4.03% | 0.26 CHF | 0.27 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 60,870 CHF | 63,370 CHF | 99.50% | 99.50% |
04/07/2024 | 3.96% | 0.25 CHF | 0.26 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 61,924 CHF | 64,424 CHF | 99.57% | 99.57% |
03/07/2024 | 3.80% | 0.26 CHF | 0.27 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 64,582 CHF | 67,082 CHF | 99.52% | 99.52% |
02/07/2024 | 3.48% | 0.28 CHF | 0.29 CHF | 250,000 | 250,000 | 235,054 | 235,054 | 66,387 CHF | 68,737 CHF | 99.23% | 99.23% |