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 | 2.14% | 0.49 CHF | 0.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 138,815 CHF | 47,272 CHF | 92.11% | 92.11% |
12/07/2024 | 2.21% | 0.44 CHF | 0.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 134,376 CHF | 45,792 CHF | 94.00% | 94.00% |
11/07/2024 | 2.10% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 141,536 CHF | 48,179 CHF | 93.66% | 93.66% |
10/07/2024 | 2.10% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 141,135 CHF | 48,045 CHF | 87.74% | 87.74% |
09/07/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 148,343 CHF | 50,448 CHF | 93.78% | 93.78% |
08/07/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 137,563 CHF | 46,854 CHF | 89.68% | 89.68% |
05/07/2024 | 2.19% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 135,596 CHF | 46,199 CHF | 98.70% | 98.70% |
04/07/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 153,191 CHF | 52,064 CHF | 86.02% | 86.02% |
03/07/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 157,540 CHF | 53,513 CHF | 94.47% | 94.47% |
02/07/2024 | 1.80% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 165,103 CHF | 56,034 CHF | 95.03% | 95.03% |