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 | 1.21% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 247,201 CHF | 83,400 CHF | 99.16% | 99.16% |
12/07/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 245,233 CHF | 82,744 CHF | 99.23% | 99.23% |
11/07/2024 | 1.20% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 248,970 CHF | 83,990 CHF | 98.03% | 98.03% |
10/07/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 244,730 CHF | 82,577 CHF | 99.24% | 99.24% |
09/07/2024 | 1.20% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 248,179 CHF | 83,726 CHF | 99.24% | 99.24% |
08/07/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 242,278 CHF | 81,759 CHF | 99.16% | 99.16% |
05/07/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 235,398 CHF | 79,466 CHF | 98.43% | 98.43% |
04/07/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 236,622 CHF | 79,874 CHF | 99.23% | 99.23% |
03/07/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 236,648 CHF | 79,883 CHF | 98.55% | 98.55% |
02/07/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 230,092 CHF | 77,697 CHF | 99.23% | 99.23% |