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 | 1.23% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 241,830 CHF | 81,610 CHF | 99.39% | 99.39% |
12/07/2024 | 1.07% | 0.97 CHF | 0.98 CHF | 300,000 | 100,000 | 299,500 | 100,000 | 279,070 CHF | 94,173 CHF | 99.42% | 99.42% |
11/07/2024 | 1.30% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 99,925 | 229,252 CHF | 77,358 CHF | 98.06% | 98.06% |
10/07/2024 | 1.54% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 299,386 | 99,844 | 194,170 CHF | 65,765 CHF | 98.90% | 98.90% |
09/07/2024 | 1.50% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 199,067 CHF | 67,356 CHF | 99.41% | 99.41% |
08/07/2024 | 1.23% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 243,392 CHF | 82,131 CHF | 99.42% | 99.42% |
05/07/2024 | 1.06% | 0.88 CHF | 0.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 282,512 CHF | 95,171 CHF | 99.15% | 99.15% |
04/07/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 276,013 CHF | 93,004 CHF | 99.39% | 99.39% |
03/07/2024 | 1.09% | 0.90 CHF | 0.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 274,053 CHF | 92,351 CHF | 99.42% | 99.42% |
02/07/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 240,508 CHF | 81,169 CHF | 99.31% | 99.31% |