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 | 4.10% | 0.26 CHF | 0.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 71,806 CHF | 24,935 CHF | 99.17% | 99.17% |
12/07/2024 | 3.93% | 0.23 CHF | 0.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 74,989 CHF | 25,996 CHF | 99.24% | 99.24% |
11/07/2024 | 4.08% | 0.26 CHF | 0.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 72,058 CHF | 25,020 CHF | 98.03% | 98.03% |
10/07/2024 | 3.84% | 0.24 CHF | 0.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 76,747 CHF | 26,582 CHF | 99.24% | 99.24% |
09/07/2024 | 4.03% | 0.26 CHF | 0.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 72,925 CHF | 25,308 CHF | 99.24% | 99.24% |
08/07/2024 | 3.77% | 0.25 CHF | 0.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 78,149 CHF | 27,050 CHF | 99.15% | 99.15% |
05/07/2024 | 3.40% | 0.28 CHF | 0.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 86,790 CHF | 29,930 CHF | 98.43% | 98.43% |
04/07/2024 | 3.41% | 0.29 CHF | 0.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 86,512 CHF | 29,837 CHF | 99.23% | 99.23% |
03/07/2024 | 3.38% | 0.30 CHF | 0.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 87,141 CHF | 30,047 CHF | 98.55% | 98.55% |
02/07/2024 | 3.14% | 0.31 CHF | 0.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 94,160 CHF | 32,387 CHF | 99.23% | 99.23% |