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 | 1.15% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 258,481 CHF | 87,160 CHF | 98.97% | 98.97% |
12/07/2024 | 1.22% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 245,479 CHF | 82,827 CHF | 99.14% | 99.14% |
11/07/2024 | 1.25% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 239,052 CHF | 80,684 CHF | 98.76% | 98.76% |
10/07/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 234,180 CHF | 79,060 CHF | 97.27% | 97.27% |
09/07/2024 | 1.26% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 237,639 CHF | 80,213 CHF | 99.10% | 99.10% |
08/07/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 240,097 CHF | 81,032 CHF | 98.79% | 98.79% |
05/07/2024 | 1.23% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 242,884 CHF | 81,961 CHF | 98.77% | 98.77% |
04/07/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 229,277 CHF | 77,426 CHF | 97.66% | 97.66% |
03/07/2024 | 1.38% | 0.76 CHF | 0.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 217,016 CHF | 73,339 CHF | 98.78% | 98.78% |
02/07/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 191,377 CHF | 64,792 CHF | 98.73% | 98.73% |