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 | 1.56% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 190,471 CHF | 64,490 CHF | 94.89% | 94.89% |
12/07/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 188,875 CHF | 63,958 CHF | 99.18% | 99.18% |
11/07/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 188,208 CHF | 63,736 CHF | 98.13% | 98.13% |
10/07/2024 | 1.70% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 174,644 CHF | 59,215 CHF | 99.24% | 99.24% |
09/07/2024 | 1.78% | 0.57 CHF | 0.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 167,235 CHF | 56,745 CHF | 99.24% | 99.24% |
08/07/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 171,222 CHF | 58,074 CHF | 98.69% | 98.69% |
05/07/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 167,429 CHF | 56,810 CHF | 98.73% | 98.73% |
04/07/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 170,105 CHF | 57,702 CHF | 99.23% | 99.23% |
03/07/2024 | 1.75% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 170,207 CHF | 57,736 CHF | 99.23% | 99.23% |
02/07/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 172,574 CHF | 58,525 CHF | 99.23% | 99.23% |