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 | 1.32% | 0.76 CHF | 0.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 226,119 CHF | 76,373 CHF | 98.97% | 98.97% |
12/07/2024 | 1.25% | 0.76 CHF | 0.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 239,316 CHF | 80,772 CHF | 99.13% | 99.13% |
11/07/2024 | 1.22% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 245,364 CHF | 82,788 CHF | 98.80% | 98.80% |
10/07/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 249,451 CHF | 84,150 CHF | 97.26% | 97.26% |
09/07/2024 | 1.21% | 0.87 CHF | 0.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 245,998 CHF | 82,999 CHF | 99.09% | 99.09% |
08/07/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 243,184 CHF | 82,061 CHF | 98.78% | 98.78% |
05/07/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 242,304 CHF | 81,768 CHF | 98.78% | 98.78% |
04/07/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 256,194 CHF | 86,398 CHF | 97.65% | 97.65% |
03/07/2024 | 1.11% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 268,192 CHF | 90,397 CHF | 98.78% | 98.78% |
02/07/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 292,587 CHF | 98,529 CHF | 98.74% | 98.74% |