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 | 1.65% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 344,841 | 114,947 | 205,697 CHF | 69,715 CHF | 98.95% | 98.95% |
12/07/2024 | 1.41% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 211,009 CHF | 71,336 CHF | 99.17% | 99.17% |
11/07/2024 | 1.43% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 208,038 CHF | 70,346 CHF | 99.17% | 99.17% |
10/07/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 203,699 CHF | 68,900 CHF | 98.71% | 98.71% |
09/07/2024 | 1.42% | 0.65 CHF | 0.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 210,276 CHF | 71,092 CHF | 99.16% | 99.16% |
08/07/2024 | 1.26% | 0.76 CHF | 0.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 236,533 CHF | 79,845 CHF | 99.15% | 99.15% |
05/07/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 233,968 CHF | 78,989 CHF | 99.16% | 99.16% |
04/07/2024 | 1.37% | 0.75 CHF | 0.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 216,991 CHF | 73,331 CHF | 99.17% | 99.17% |
03/07/2024 | 1.66% | 0.59 CHF | 0.60 CHF | 300,000 | 100,000 | 322,854 | 107,618 | 193,051 CHF | 65,427 CHF | 99.16% | 99.16% |
02/07/2024 | 1.75% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 425,950 | 141,983 | 240,542 CHF | 81,601 CHF | 99.16% | 99.16% |