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 | 1.55% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 192,750 CHF | 65,250 CHF | 99.14% | 99.14% |
12/07/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 235,597 CHF | 79,532 CHF | 99.23% | 99.23% |
11/07/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 219,940 CHF | 74,314 CHF | 98.64% | 98.64% |
10/07/2024 | 1.36% | 0.78 CHF | 0.79 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 219,288 CHF | 74,096 CHF | 99.23% | 99.23% |
09/07/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 217,020 CHF | 73,340 CHF | 99.23% | 99.23% |
08/07/2024 | 1.40% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 212,733 CHF | 71,911 CHF | 99.21% | 99.21% |
05/07/2024 | 1.21% | 0.76 CHF | 0.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 246,224 CHF | 83,075 CHF | 99.19% | 99.19% |
04/07/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 230,606 CHF | 77,869 CHF | 99.23% | 99.23% |
03/07/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 214,747 CHF | 72,583 CHF | 99.23% | 99.23% |
02/07/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 197,795 CHF | 66,932 CHF | 99.22% | 99.22% |