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 | 1.72% | 0.56 CHF | 0.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 173,363 CHF | 58,788 CHF | 99.17% | 99.17% |
12/07/2024 | 1.74% | 0.58 CHF | 0.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 170,845 CHF | 57,948 CHF | 99.24% | 99.24% |
11/07/2024 | 1.71% | 0.56 CHF | 0.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 174,258 CHF | 59,086 CHF | 98.03% | 98.03% |
10/07/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 169,927 CHF | 57,642 CHF | 99.24% | 99.24% |
09/07/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 173,354 CHF | 58,785 CHF | 99.24% | 99.24% |
08/07/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 168,603 CHF | 57,201 CHF | 99.15% | 99.15% |
05/07/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 161,181 CHF | 54,727 CHF | 98.43% | 98.43% |
04/07/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 161,928 CHF | 54,976 CHF | 99.23% | 99.23% |
03/07/2024 | 1.84% | 0.53 CHF | 0.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 161,684 CHF | 54,895 CHF | 98.54% | 98.54% |
02/07/2024 | 1.92% | 0.52 CHF | 0.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 155,071 CHF | 52,690 CHF | 99.23% | 99.23% |