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 | 1.20% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 248,650 CHF | 83,883 CHF | 99.15% | 99.15% |
12/07/2024 | 1.35% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 221,454 CHF | 74,818 CHF | 99.19% | 99.19% |
11/07/2024 | 1.20% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 247,671 CHF | 83,557 CHF | 99.22% | 99.22% |
10/07/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 247,345 CHF | 83,448 CHF | 99.22% | 99.22% |
09/07/2024 | 1.16% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 257,947 CHF | 86,982 CHF | 90.35% | 90.35% |
08/07/2024 | 1.45% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 206,007 CHF | 69,669 CHF | 99.21% | 99.21% |
05/07/2024 | 1.85% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 160,585 CHF | 54,528 CHF | 97.22% | 97.22% |
04/07/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 158,755 CHF | 53,918 CHF | 99.05% | 99.05% |
03/07/2024 | 1.92% | 0.52 CHF | 0.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 155,162 CHF | 52,721 CHF | 98.98% | 98.98% |
02/07/2024 | 2.04% | 0.49 CHF | 0.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 145,417 CHF | 49,472 CHF | 96.96% | 96.96% |