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 | 1.35% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 220,351 CHF | 74,450 CHF | 99.17% | 99.17% |
12/07/2024 | 1.31% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 226,983 CHF | 76,661 CHF | 99.16% | 99.16% |
11/07/2024 | 1.43% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 209,088 CHF | 70,696 CHF | 99.16% | 99.16% |
10/07/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 225,778 | 103,387 | 149,881 CHF | 69,591 CHF | 99.05% | 99.17% |
09/07/2024 | 1.55% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 418,348 | 137,580 | 266,956 CHF | 89,272 CHF | 99.16% | 99.16% |
08/07/2024 | 1.26% | 0.76 CHF | 0.77 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 237,343 CHF | 40,057 CHF | 99.13% | 99.13% |
05/07/2024 | 1.08% | 0.87 CHF | 0.88 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 277,576 CHF | 46,763 CHF | 99.15% | 99.15% |
04/07/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 272,336 CHF | 45,889 CHF | 99.17% | 99.17% |
03/07/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 265,448 CHF | 44,741 CHF | 99.15% | 99.15% |
02/07/2024 | 1.30% | 0.80 CHF | 0.81 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 228,975 CHF | 38,662 CHF | 99.15% | 99.15% |