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 | 1.12% | 0.90 CHF | 0.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 266,946 CHF | 89,982 CHF | 99.38% | 99.38% |
12/07/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 250,626 CHF | 84,542 CHF | 92.67% | 92.67% |
11/07/2024 | 1.94% | 0.58 CHF | 0.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 153,779 CHF | 52,260 CHF | 99.37% | 99.37% |
10/07/2024 | 2.05% | 0.50 CHF | 0.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 144,871 CHF | 49,290 CHF | 99.37% | 99.37% |
09/07/2024 | 1.92% | 0.49 CHF | 0.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 154,861 CHF | 52,621 CHF | 99.38% | 99.38% |
08/07/2024 | 1.93% | 0.52 CHF | 0.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 154,161 CHF | 52,387 CHF | 99.38% | 99.38% |
05/07/2024 | 1.79% | 0.51 CHF | 0.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 166,042 CHF | 56,347 CHF | 99.38% | 99.38% |
04/07/2024 | 1.89% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 157,184 CHF | 53,395 CHF | 98.59% | 98.59% |
03/07/2024 | 1.94% | 0.53 CHF | 0.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 153,471 CHF | 52,157 CHF | 99.38% | 99.38% |
02/07/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 162,931 CHF | 55,310 CHF | 99.37% | 99.37% |