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 | 2.25% | 0.44 CHF | 0.45 CHF | 300,000 | 100,000 | 340,943 | 113,648 | 148,978 CHF | 50,796 CHF | 98.95% | 98.95% |
12/07/2024 | 1.82% | 0.58 CHF | 0.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 163,473 CHF | 55,491 CHF | 99.17% | 99.17% |
11/07/2024 | 1.85% | 0.56 CHF | 0.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 160,929 CHF | 54,643 CHF | 99.17% | 99.17% |
10/07/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 156,381 CHF | 53,127 CHF | 98.71% | 98.71% |
09/07/2024 | 1.84% | 0.49 CHF | 0.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 162,323 CHF | 55,108 CHF | 99.17% | 99.17% |
08/07/2024 | 1.57% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 189,144 CHF | 64,048 CHF | 99.15% | 99.15% |
05/07/2024 | 1.60% | 0.63 CHF | 0.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 186,614 CHF | 63,205 CHF | 99.16% | 99.16% |
04/07/2024 | 1.74% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 171,570 CHF | 58,190 CHF | 99.17% | 99.17% |
03/07/2024 | 2.21% | 0.44 CHF | 0.45 CHF | 300,000 | 100,000 | 332,561 | 110,854 | 148,298 CHF | 50,541 CHF | 99.16% | 99.16% |
02/07/2024 | 2.40% | 0.44 CHF | 0.45 CHF | 300,000 | 100,000 | 442,983 | 147,661 | 182,569 CHF | 62,333 CHF | 99.16% | 99.16% |