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 | 1.44% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 207,107 CHF | 70,036 CHF | 99.39% | 99.39% |
12/07/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 206,860 CHF | 69,953 CHF | 98.66% | 98.66% |
11/07/2024 | 1.57% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 189,121 CHF | 64,040 CHF | 92.50% | 92.50% |
10/07/2024 | 1.69% | 0.61 CHF | 0.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 175,958 CHF | 59,653 CHF | 98.66% | 98.66% |
09/07/2024 | 1.73% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 171,775 CHF | 58,258 CHF | 99.29% | 99.29% |
08/07/2024 | 1.63% | 0.57 CHF | 0.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 182,193 CHF | 61,731 CHF | 99.40% | 99.40% |
05/07/2024 | 1.89% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 157,230 CHF | 53,410 CHF | 99.37% | 99.37% |
04/07/2024 | 1.87% | 0.52 CHF | 0.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 159,417 CHF | 54,139 CHF | 99.42% | 99.42% |
03/07/2024 | 1.64% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 181,970 CHF | 61,657 CHF | 99.04% | 99.04% |
02/07/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 185,270 CHF | 62,757 CHF | 99.14% | 99.14% |