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 | 1.88% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 237,968 CHF | 80,823 CHF | 99.16% | 99.16% |
12/07/2024 | 1.54% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 355,960 | 118,653 | 228,172 CHF | 77,244 CHF | 99.17% | 99.17% |
11/07/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 264,113 CHF | 89,038 CHF | 99.17% | 99.17% |
10/07/2024 | 1.14% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 261,606 CHF | 88,202 CHF | 99.17% | 99.17% |
09/07/2024 | 1.08% | 0.90 CHF | 0.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 276,448 CHF | 93,149 CHF | 99.16% | 99.16% |
08/07/2024 | 1.18% | 0.87 CHF | 0.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 252,450 CHF | 85,150 CHF | 99.16% | 99.16% |
05/07/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 238,280 CHF | 80,427 CHF | 99.15% | 99.15% |
04/07/2024 | 1.38% | 0.75 CHF | 0.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 216,455 CHF | 73,152 CHF | 99.17% | 99.17% |
03/07/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 204,862 CHF | 69,287 CHF | 99.17% | 99.17% |
02/07/2024 | 1.47% | 0.69 CHF | 0.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 202,172 CHF | 68,391 CHF | 99.16% | 99.16% |