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 | 1.31% | 0.78 CHF | 0.79 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 227,148 CHF | 76,716 CHF | 99.19% | 99.19% |
12/07/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 233,362 CHF | 78,787 CHF | 96.20% | 96.20% |
11/07/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 240,163 CHF | 81,054 CHF | 88.37% | 88.37% |
10/07/2024 | 1.14% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 262,720 CHF | 88,573 CHF | 99.24% | 99.24% |
09/07/2024 | 1.14% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 261,902 CHF | 88,301 CHF | 96.19% | 96.19% |
08/07/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 254,845 CHF | 85,948 CHF | 99.24% | 99.24% |
05/07/2024 | 1.13% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 263,424 CHF | 88,808 CHF | 97.69% | 97.69% |
04/07/2024 | 1.14% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 261,987 CHF | 88,329 CHF | 99.23% | 99.23% |
03/07/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 261,970 CHF | 88,323 CHF | 98.55% | 98.55% |
02/07/2024 | 1.17% | 0.88 CHF | 0.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 255,149 CHF | 86,050 CHF | 97.13% | 97.13% |