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 | 1.63% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 182,652 CHF | 61,884 CHF | 99.15% | 99.15% |
12/07/2024 | 1.92% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 155,459 CHF | 52,820 CHF | 99.20% | 99.20% |
11/07/2024 | 1.64% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 181,651 CHF | 61,550 CHF | 99.21% | 99.21% |
10/07/2024 | 1.64% | 0.61 CHF | 0.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 181,138 CHF | 61,379 CHF | 99.23% | 99.23% |
09/07/2024 | 1.56% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 191,658 CHF | 64,886 CHF | 90.35% | 90.35% |
08/07/2024 | 2.13% | 0.51 CHF | 0.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 140,011 CHF | 47,671 CHF | 99.21% | 99.21% |
05/07/2024 | 3.13% | 0.38 CHF | 0.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 94,500 CHF | 32,500 CHF | 97.21% | 97.21% |
04/07/2024 | 3.19% | 0.31 CHF | 0.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 92,587 CHF | 31,862 CHF | 99.05% | 99.05% |
03/07/2024 | 3.32% | 0.30 CHF | 0.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 88,993 CHF | 30,664 CHF | 98.98% | 98.98% |
02/07/2024 | 3.72% | 0.27 CHF | 0.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 79,162 CHF | 27,387 CHF | 96.95% | 96.95% |