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 | 1.58% | 0.58 CHF | 0.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 189,174 CHF | 64,058 CHF | 99.17% | 99.17% |
12/07/2024 | 1.63% | 0.64 CHF | 0.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 182,588 CHF | 61,863 CHF | 99.16% | 99.16% |
11/07/2024 | 1.63% | 0.65 CHF | 0.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 183,378 CHF | 62,126 CHF | 99.17% | 99.17% |
10/07/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 169,191 CHF | 57,397 CHF | 99.17% | 99.17% |
09/07/2024 | 1.70% | 0.56 CHF | 0.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 174,727 CHF | 59,242 CHF | 99.17% | 99.17% |
08/07/2024 | 1.58% | 0.61 CHF | 0.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 188,340 CHF | 63,780 CHF | 99.16% | 99.16% |
05/07/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 189,656 CHF | 64,219 CHF | 99.15% | 99.15% |
04/07/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 216,108 CHF | 73,036 CHF | 99.17% | 99.17% |
03/07/2024 | 1.46% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 204,282 CHF | 69,094 CHF | 99.15% | 99.15% |
02/07/2024 | 1.52% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 196,668 CHF | 66,556 CHF | 99.16% | 99.16% |