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 | 1.12% | 0.87 CHF | 0.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 265,631 CHF | 89,544 CHF | 99.38% | 99.38% |
12/07/2024 | 1.14% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 262,446 CHF | 88,482 CHF | 99.37% | 99.37% |
11/07/2024 | 1.18% | 0.88 CHF | 0.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 251,909 CHF | 84,970 CHF | 99.37% | 99.37% |
10/07/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 336,831 | 112,277 | 267,797 CHF | 90,389 CHF | 99.37% | 99.37% |
09/07/2024 | 1.22% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 303,897 | 101,299 | 248,159 CHF | 83,733 CHF | 99.37% | 99.37% |
08/07/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 301,919 | 100,640 | 249,119 CHF | 84,046 CHF | 99.38% | 99.38% |
05/07/2024 | 1.11% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 267,695 CHF | 90,232 CHF | 99.38% | 99.38% |
04/07/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 300,000 | 100,000 | 331,789 | 110,596 | 290,604 CHF | 97,974 CHF | 98.59% | 98.59% |
03/07/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 411,118 | 137,039 | 342,249 CHF | 115,453 CHF | 99.38% | 99.38% |
02/07/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 337,254 CHF | 113,918 CHF | 99.37% | 99.37% |