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 | 1.40% | 0.76 CHF | 0.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 213,761 CHF | 72,254 CHF | 99.19% | 99.19% |
12/07/2024 | 1.48% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 201,568 CHF | 68,189 CHF | 99.27% | 99.27% |
11/07/2024 | 1.49% | 0.69 CHF | 0.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 199,405 CHF | 67,468 CHF | 99.23% | 99.23% |
10/07/2024 | 1.34% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 222,915 CHF | 75,305 CHF | 99.23% | 99.23% |
09/07/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 232,772 CHF | 78,591 CHF | 99.24% | 99.24% |
08/07/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 227,262 CHF | 76,754 CHF | 99.24% | 99.24% |
05/07/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 247,611 CHF | 83,537 CHF | 99.23% | 99.23% |
04/07/2024 | 1.17% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 254,229 CHF | 85,743 CHF | 99.23% | 99.23% |
03/07/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 257,212 CHF | 86,737 CHF | 99.23% | 99.23% |
02/07/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 248,412 CHF | 83,804 CHF | 99.24% | 99.24% |