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 | 1.41% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 300,000 | 99,990 | 211,984 CHF | 71,655 CHF | 99.41% | 99.41% |
12/07/2024 | 1.19% | 0.88 CHF | 0.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 250,812 CHF | 84,604 CHF | 99.42% | 99.42% |
11/07/2024 | 1.44% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 299,977 | 100,000 | 206,672 CHF | 69,896 CHF | 98.06% | 98.06% |
10/07/2024 | 1.79% | 0.61 CHF | 0.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 166,476 CHF | 56,492 CHF | 98.90% | 98.90% |
09/07/2024 | 1.77% | 0.49 CHF | 0.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 168,170 CHF | 57,057 CHF | 99.42% | 99.42% |
08/07/2024 | 1.41% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 300,000 | 99,978 | 212,486 CHF | 71,814 CHF | 99.42% | 99.42% |
05/07/2024 | 1.19% | 0.78 CHF | 0.79 CHF | 300,000 | 100,000 | 300,000 | 99,996 | 251,773 CHF | 84,920 CHF | 99.15% | 99.15% |
04/07/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 245,617 CHF | 82,872 CHF | 99.38% | 99.38% |
03/07/2024 | 1.21% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 299,988 | 100,000 | 245,781 CHF | 82,930 CHF | 99.42% | 99.42% |
02/07/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 99,989 | 212,689 CHF | 71,889 CHF | 99.31% | 99.31% |