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% | 0.75 CHF | 0.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 226,441 CHF | 76,480 CHF | 90.09% | 90.09% |
12/07/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 231,284 CHF | 78,095 CHF | 97.42% | 97.42% |
11/07/2024 | 1.33% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 224,324 CHF | 75,775 CHF | 95.71% | 95.71% |
10/07/2024 | 1.33% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 223,984 CHF | 75,661 CHF | 95.42% | 95.42% |
09/07/2024 | 1.37% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 217,167 CHF | 73,389 CHF | 96.77% | 96.77% |
08/07/2024 | 1.27% | 0.76 CHF | 0.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 235,003 CHF | 79,334 CHF | 96.29% | 96.29% |
05/07/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 230,318 CHF | 77,773 CHF | 91.97% | 91.97% |
04/07/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 224,545 CHF | 75,848 CHF | 88.82% | 88.82% |
03/07/2024 | 1.39% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 214,767 CHF | 72,589 CHF | 94.23% | 94.23% |
02/07/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 206,625 CHF | 69,875 CHF | 95.91% | 95.91% |