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 | 1.59% | 0.62 CHF | 0.63 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 187,408 CHF | 47,602 CHF | 98.95% | 98.95% |
12/07/2024 | 1.35% | 0.78 CHF | 0.79 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 220,738 CHF | 55,934 CHF | 99.16% | 99.16% |
11/07/2024 | 1.37% | 0.75 CHF | 0.76 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 217,873 CHF | 55,218 CHF | 99.17% | 99.17% |
10/07/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 213,224 CHF | 54,056 CHF | 98.71% | 98.71% |
09/07/2024 | 1.36% | 0.68 CHF | 0.69 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 219,878 CHF | 55,720 CHF | 99.17% | 99.17% |
08/07/2024 | 1.20% | 0.79 CHF | 0.80 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 248,075 CHF | 62,769 CHF | 99.16% | 99.16% |
05/07/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 245,178 CHF | 62,044 CHF | 99.15% | 99.15% |
04/07/2024 | 1.30% | 0.79 CHF | 0.80 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 229,606 CHF | 58,151 CHF | 99.17% | 99.17% |
03/07/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 188,889 CHF | 47,972 CHF | 99.17% | 99.17% |
02/07/2024 | 1.68% | 0.63 CHF | 0.64 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 177,178 CHF | 45,045 CHF | 99.16% | 99.16% |