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 | 1.07% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 280,028 CHF | 94,343 CHF | 99.42% | 99.42% |
12/07/2024 | 1.17% | 0.90 CHF | 0.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 255,085 CHF | 86,029 CHF | 99.41% | 99.41% |
11/07/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 251,925 CHF | 84,975 CHF | 99.41% | 99.41% |
10/07/2024 | 1.27% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 235,308 CHF | 79,436 CHF | 99.41% | 99.41% |
09/07/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 222,359 CHF | 75,120 CHF | 99.42% | 99.42% |
08/07/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 218,591 CHF | 73,864 CHF | 99.41% | 99.41% |
05/07/2024 | 1.29% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 230,759 CHF | 77,920 CHF | 99.42% | 99.42% |
04/07/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 220,838 CHF | 74,613 CHF | 99.41% | 99.41% |
03/07/2024 | 1.52% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 196,798 CHF | 66,599 CHF | 99.41% | 99.41% |
02/07/2024 | 1.65% | 0.59 CHF | 0.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 180,359 CHF | 61,120 CHF | 99.31% | 99.31% |