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 | 1.24% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 240,236 CHF | 81,079 CHF | 99.12% | 99.12% |
12/07/2024 | 1.39% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 214,166 CHF | 72,389 CHF | 99.70% | 99.70% |
11/07/2024 | 1.52% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 196,142 CHF | 66,381 CHF | 98.80% | 98.80% |
10/07/2024 | 1.62% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 328,695 | 109,565 | 200,260 CHF | 67,849 CHF | 98.51% | 98.51% |
09/07/2024 | 1.53% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 194,952 CHF | 65,984 CHF | 99.55% | 99.55% |
08/07/2024 | 1.52% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 196,409 CHF | 66,470 CHF | 96.26% | 96.26% |
05/07/2024 | 1.45% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 205,860 CHF | 69,620 CHF | 99.44% | 99.44% |
04/07/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 213,694 CHF | 72,231 CHF | 99.41% | 99.41% |
03/07/2024 | 1.51% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 197,895 CHF | 66,965 CHF | 99.54% | 99.54% |
02/07/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 198,814 CHF | 67,271 CHF | 99.40% | 99.40% |