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 | 1.78% | 0.50 CHF | 0.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 167,136 CHF | 56,712 CHF | 99.17% | 99.17% |
12/07/2024 | 1.45% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 206,581 CHF | 69,860 CHF | 99.17% | 99.17% |
11/07/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 338,823 CHF | 113,941 CHF | 99.16% | 99.16% |
10/07/2024 | 0.89% | 1.08 CHF | 1.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 335,203 CHF | 112,734 CHF | 99.16% | 99.16% |
09/07/2024 | 0.85% | 1.14 CHF | 1.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 351,106 CHF | 118,035 CHF | 99.17% | 99.17% |
08/07/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 326,894 CHF | 109,965 CHF | 99.15% | 99.15% |
05/07/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 310,588 CHF | 104,529 CHF | 99.16% | 99.16% |
04/07/2024 | 1.04% | 0.99 CHF | 1.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 285,852 CHF | 96,284 CHF | 99.17% | 99.17% |
03/07/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 273,784 CHF | 92,261 CHF | 99.17% | 99.17% |
02/07/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 268,896 CHF | 90,632 CHF | 99.16% | 99.16% |