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 | 3.04% | 0.30 CHF | 0.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 97,203 CHF | 33,401 CHF | 94.90% | 94.90% |
12/07/2024 | 3.09% | 0.31 CHF | 0.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 95,522 CHF | 32,841 CHF | 99.17% | 99.17% |
11/07/2024 | 3.16% | 0.31 CHF | 0.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 93,445 CHF | 32,148 CHF | 98.13% | 98.13% |
10/07/2024 | 3.62% | 0.29 CHF | 0.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 81,314 CHF | 28,105 CHF | 99.24% | 99.24% |
09/07/2024 | 4.04% | 0.26 CHF | 0.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 72,809 CHF | 25,270 CHF | 99.24% | 99.24% |
08/07/2024 | 3.77% | 0.25 CHF | 0.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 78,098 CHF | 27,033 CHF | 98.69% | 98.69% |
05/07/2024 | 3.98% | 0.24 CHF | 0.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 73,998 CHF | 25,666 CHF | 98.73% | 98.73% |
04/07/2024 | 3.92% | 0.25 CHF | 0.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 75,058 CHF | 26,019 CHF | 99.23% | 99.23% |
03/07/2024 | 3.85% | 0.24 CHF | 0.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 76,617 CHF | 26,539 CHF | 99.23% | 99.23% |
02/07/2024 | 3.79% | 0.26 CHF | 0.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 77,738 CHF | 26,913 CHF | 99.23% | 99.23% |