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 | 1.46% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 203,868 CHF | 68,956 CHF | 99.16% | 99.16% |
12/07/2024 | 1.44% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 207,293 CHF | 70,098 CHF | 99.24% | 99.24% |
11/07/2024 | 1.46% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 204,201 CHF | 69,067 CHF | 98.03% | 98.03% |
10/07/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 209,552 CHF | 70,851 CHF | 99.24% | 99.24% |
09/07/2024 | 1.45% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 205,198 CHF | 69,399 CHF | 99.24% | 99.24% |
08/07/2024 | 1.41% | 0.69 CHF | 0.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 210,625 CHF | 71,208 CHF | 99.16% | 99.16% |
05/07/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 218,942 CHF | 73,981 CHF | 98.43% | 98.43% |
04/07/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 219,074 CHF | 74,025 CHF | 99.23% | 99.23% |
03/07/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 219,429 CHF | 74,143 CHF | 98.54% | 98.54% |
02/07/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 228,196 CHF | 77,065 CHF | 99.23% | 99.23% |