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 | 2.22% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 133,997 CHF | 45,666 CHF | 94.91% | 94.91% |
12/07/2024 | 2.18% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 136,423 CHF | 46,474 CHF | 99.18% | 99.18% |
11/07/2024 | 2.15% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 138,231 CHF | 47,077 CHF | 98.13% | 98.13% |
10/07/2024 | 1.95% | 0.49 CHF | 0.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 152,374 CHF | 51,791 CHF | 99.24% | 99.24% |
09/07/2024 | 1.86% | 0.52 CHF | 0.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 159,488 CHF | 54,163 CHF | 99.24% | 99.24% |
08/07/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 155,534 CHF | 52,845 CHF | 98.69% | 98.69% |
05/07/2024 | 1.86% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 159,942 CHF | 54,314 CHF | 98.73% | 98.73% |
04/07/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 159,059 CHF | 54,020 CHF | 99.23% | 99.23% |
03/07/2024 | 1.88% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 158,226 CHF | 53,742 CHF | 99.23% | 99.23% |
02/07/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 157,104 CHF | 53,368 CHF | 99.23% | 99.23% |