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 | 1.63% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 182,063 CHF | 61,688 CHF | 99.17% | 99.17% |
12/07/2024 | 1.61% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 184,540 CHF | 62,513 CHF | 99.24% | 99.24% |
11/07/2024 | 1.64% | 0.63 CHF | 0.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 182,014 CHF | 61,671 CHF | 98.03% | 98.03% |
10/07/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 186,111 CHF | 63,037 CHF | 99.24% | 99.24% |
09/07/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 183,521 CHF | 62,174 CHF | 99.24% | 99.24% |
08/07/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 187,804 CHF | 63,601 CHF | 99.16% | 99.16% |
05/07/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 197,384 CHF | 66,795 CHF | 98.43% | 98.43% |
04/07/2024 | 1.52% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 196,513 CHF | 66,504 CHF | 99.23% | 99.23% |
03/07/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 197,844 CHF | 66,948 CHF | 98.55% | 98.55% |
02/07/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 204,947 CHF | 69,316 CHF | 99.23% | 99.23% |