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 | 1.14% | 0.87 CHF | 0.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 261,262 CHF | 88,088 CHF | 99.55% | 99.55% |
12/07/2024 | 1.07% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 277,722 CHF | 93,574 CHF | 99.35% | 99.35% |
11/07/2024 | 1.17% | 0.88 CHF | 0.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 255,650 CHF | 86,217 CHF | 99.02% | 99.02% |
10/07/2024 | 1.23% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 241,616 CHF | 81,539 CHF | 99.59% | 99.59% |
09/07/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 232,540 CHF | 78,513 CHF | 99.59% | 99.59% |
08/07/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 247,352 CHF | 83,451 CHF | 99.55% | 99.55% |
05/07/2024 | 1.26% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 236,098 CHF | 79,699 CHF | 99.55% | 99.55% |
04/07/2024 | 1.26% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 236,028 CHF | 79,676 CHF | 99.56% | 99.56% |
03/07/2024 | 1.12% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 266,041 CHF | 89,680 CHF | 99.50% | 99.50% |
02/07/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 264,540 CHF | 89,180 CHF | 99.29% | 99.29% |