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 | 1.55% | 0.64 CHF | 0.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 191,697 CHF | 64,899 CHF | 99.41% | 99.41% |
12/07/2024 | 1.37% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 218,003 CHF | 73,668 CHF | 99.42% | 99.42% |
11/07/2024 | 1.34% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 222,100 CHF | 75,033 CHF | 99.41% | 99.41% |
10/07/2024 | 1.25% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 239,210 CHF | 80,737 CHF | 99.41% | 99.41% |
09/07/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 252,376 CHF | 85,125 CHF | 99.42% | 99.42% |
08/07/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 254,918 CHF | 85,973 CHF | 99.41% | 99.41% |
05/07/2024 | 1.22% | 0.78 CHF | 0.79 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 245,152 CHF | 82,718 CHF | 99.42% | 99.42% |
04/07/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 256,237 CHF | 86,412 CHF | 99.42% | 99.42% |
03/07/2024 | 1.06% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 281,074 CHF | 94,692 CHF | 99.42% | 99.42% |
02/07/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 298,320 CHF | 100,440 CHF | 99.31% | 99.31% |