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 | 1.92% | 0.50 CHF | 0.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 154,414 CHF | 52,471 CHF | 99.16% | 99.16% |
12/07/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 162,740 CHF | 55,247 CHF | 99.17% | 99.17% |
11/07/2024 | 1.90% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 156,496 CHF | 53,165 CHF | 99.17% | 99.17% |
10/07/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 162,419 CHF | 55,140 CHF | 99.16% | 99.16% |
09/07/2024 | 1.89% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 156,951 CHF | 53,317 CHF | 99.17% | 99.17% |
08/07/2024 | 2.04% | 0.52 CHF | 0.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 146,040 CHF | 49,680 CHF | 99.15% | 99.15% |
05/07/2024 | 2.24% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 132,328 CHF | 45,109 CHF | 98.83% | 98.83% |
04/07/2024 | 2.56% | 0.44 CHF | 0.45 CHF | 300,000 | 100,000 | 317,543 | 105,848 | 122,778 CHF | 41,985 CHF | 99.00% | 99.00% |
03/07/2024 | 4.46% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 98,807 CHF | 34,436 CHF | 99.17% | 99.17% |
02/07/2024 | 4.91% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 89,595 CHF | 31,365 CHF | 99.16% | 99.16% |