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 | 1.33% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 224,127 CHF | 75,709 CHF | 99.17% | 99.17% |
12/07/2024 | 1.13% | 0.91 CHF | 0.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 264,366 CHF | 89,122 CHF | 99.17% | 99.17% |
11/07/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 397,774 CHF | 133,591 CHF | 99.17% | 99.17% |
10/07/2024 | 0.76% | 1.27 CHF | 1.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 394,258 CHF | 132,419 CHF | 99.17% | 99.17% |
09/07/2024 | 0.73% | 1.34 CHF | 1.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 410,386 CHF | 137,795 CHF | 99.17% | 99.17% |
08/07/2024 | 0.78% | 1.31 CHF | 1.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 385,652 CHF | 129,551 CHF | 99.16% | 99.16% |
05/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 368,915 CHF | 123,972 CHF | 99.15% | 99.15% |
04/07/2024 | 0.87% | 1.18 CHF | 1.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 344,053 CHF | 115,684 CHF | 99.17% | 99.17% |
03/07/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 330,816 CHF | 111,272 CHF | 99.17% | 99.17% |
02/07/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 325,912 CHF | 109,637 CHF | 99.16% | 99.16% |