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 | 1.77% | 0.59 CHF | 0.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 167,827 CHF | 56,942 CHF | 92.11% | 92.11% |
12/07/2024 | 1.82% | 0.53 CHF | 0.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 163,539 CHF | 55,513 CHF | 93.98% | 93.98% |
11/07/2024 | 1.74% | 0.56 CHF | 0.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 170,769 CHF | 57,923 CHF | 93.66% | 93.66% |
10/07/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 170,314 CHF | 57,771 CHF | 87.75% | 87.75% |
09/07/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 177,451 CHF | 60,151 CHF | 93.78% | 93.78% |
08/07/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 166,622 CHF | 56,541 CHF | 89.68% | 89.68% |
05/07/2024 | 1.80% | 0.57 CHF | 0.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 164,940 CHF | 55,980 CHF | 98.70% | 98.70% |
04/07/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 182,376 CHF | 61,792 CHF | 86.01% | 86.01% |
03/07/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 186,521 CHF | 63,174 CHF | 94.47% | 94.47% |
02/07/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 194,353 CHF | 65,784 CHF | 95.01% | 95.01% |