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 | 1.17% | 0.87 CHF | 0.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 255,402 CHF | 86,134 CHF | 94.91% | 94.91% |
12/07/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 258,027 CHF | 87,009 CHF | 99.18% | 99.18% |
11/07/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 260,129 CHF | 87,710 CHF | 98.13% | 98.13% |
10/07/2024 | 1.09% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 272,967 CHF | 91,989 CHF | 99.23% | 99.23% |
09/07/2024 | 1.06% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 281,214 CHF | 94,738 CHF | 99.24% | 99.24% |
08/07/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 275,863 CHF | 92,954 CHF | 98.69% | 98.69% |
05/07/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 280,688 CHF | 94,563 CHF | 98.73% | 98.73% |
04/07/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 280,667 CHF | 94,556 CHF | 99.23% | 99.23% |
03/07/2024 | 1.07% | 0.95 CHF | 0.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 280,187 CHF | 94,396 CHF | 99.23% | 99.23% |
02/07/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 279,680 CHF | 94,227 CHF | 99.23% | 99.23% |