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 | 1.79% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 166,360 CHF | 56,453 CHF | 99.38% | 99.38% |
12/07/2024 | 1.80% | 0.56 CHF | 0.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 164,832 CHF | 55,944 CHF | 99.38% | 99.38% |
11/07/2024 | 1.91% | 0.53 CHF | 0.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 156,011 CHF | 53,004 CHF | 99.37% | 99.37% |
10/07/2024 | 2.04% | 0.51 CHF | 0.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 145,769 CHF | 49,590 CHF | 99.38% | 99.38% |
09/07/2024 | 2.15% | 0.44 CHF | 0.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 137,948 CHF | 46,983 CHF | 99.38% | 99.38% |
08/07/2024 | 2.04% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 146,061 CHF | 49,687 CHF | 99.37% | 99.37% |
05/07/2024 | 1.91% | 0.51 CHF | 0.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 155,346 CHF | 52,782 CHF | 99.38% | 99.38% |
04/07/2024 | 2.05% | 0.49 CHF | 0.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 145,093 CHF | 49,364 CHF | 98.58% | 98.58% |
03/07/2024 | 2.11% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 140,819 CHF | 47,940 CHF | 99.38% | 99.38% |
02/07/2024 | 2.17% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 137,053 CHF | 46,684 CHF | 99.37% | 99.37% |