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 | 1.74% | 0.57 CHF | 0.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 171,336 CHF | 58,112 CHF | 99.38% | 99.38% |
12/07/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 169,837 CHF | 57,612 CHF | 99.38% | 99.38% |
11/07/2024 | 1.85% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 160,534 CHF | 54,511 CHF | 99.37% | 99.37% |
10/07/2024 | 1.97% | 0.52 CHF | 0.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 150,497 CHF | 51,166 CHF | 99.38% | 99.38% |
09/07/2024 | 2.08% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 143,104 CHF | 48,701 CHF | 99.38% | 99.38% |
08/07/2024 | 1.96% | 0.48 CHF | 0.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 151,437 CHF | 51,479 CHF | 99.38% | 99.38% |
05/07/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 160,643 CHF | 54,548 CHF | 99.38% | 99.38% |
04/07/2024 | 1.97% | 0.50 CHF | 0.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 150,852 CHF | 51,284 CHF | 98.58% | 98.58% |
03/07/2024 | 2.03% | 0.49 CHF | 0.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 146,135 CHF | 49,712 CHF | 99.38% | 99.38% |
02/07/2024 | 2.08% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 142,437 CHF | 48,479 CHF | 99.37% | 99.37% |