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 | 2.60% | 0.37 CHF | 0.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 114,184 CHF | 39,061 CHF | 98.67% | 98.67% |
12/07/2024 | 2.86% | 0.36 CHF | 0.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 103,666 CHF | 35,555 CHF | 98.77% | 98.77% |
11/07/2024 | 4.57% | 0.24 CHF | 0.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 64,489 CHF | 22,496 CHF | 99.22% | 99.22% |
10/07/2024 | 5.02% | 0.20 CHF | 0.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 58,555 CHF | 20,518 CHF | 97.38% | 97.38% |
09/07/2024 | 4.23% | 0.19 CHF | 0.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 70,373 CHF | 24,458 CHF | 98.39% | 98.39% |
08/07/2024 | 3.19% | 0.28 CHF | 0.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 92,822 CHF | 31,941 CHF | 97.36% | 97.36% |
05/07/2024 | 2.72% | 0.33 CHF | 0.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 108,919 CHF | 37,307 CHF | 98.58% | 98.58% |
04/07/2024 | 2.70% | 0.38 CHF | 0.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 109,694 CHF | 37,565 CHF | 93.09% | 93.09% |
03/07/2024 | 2.76% | 0.36 CHF | 0.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 107,284 CHF | 36,761 CHF | 99.23% | 99.23% |
02/07/2024 | 3.45% | 0.27 CHF | 0.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 85,526 CHF | 29,509 CHF | 98.87% | 98.87% |