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 | 1.57% | 0.64 CHF | 0.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 189,827 CHF | 64,276 CHF | 99.49% | 99.49% |
12/07/2024 | 1.62% | 0.64 CHF | 0.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 183,992 CHF | 62,331 CHF | 97.98% | 97.98% |
11/07/2024 | 1.72% | 0.59 CHF | 0.60 CHF | 300,000 | 100,000 | 419,744 | 139,915 | 241,123 CHF | 81,774 CHF | 99.34% | 99.34% |
10/07/2024 | 1.73% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 437,614 | 145,871 | 251,252 CHF | 85,209 CHF | 94.56% | 94.56% |
09/07/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 300,000 | 100,000 | 321,374 | 107,125 | 189,090 CHF | 64,101 CHF | 99.15% | 99.15% |
08/07/2024 | 1.57% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 190,013 CHF | 64,338 CHF | 98.90% | 98.90% |
05/07/2024 | 1.61% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 184,473 CHF | 62,491 CHF | 99.56% | 99.56% |
04/07/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 187,923 CHF | 63,641 CHF | 99.56% | 99.56% |
03/07/2024 | 1.61% | 0.63 CHF | 0.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 184,466 CHF | 62,489 CHF | 99.58% | 99.58% |
02/07/2024 | 1.61% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 184,671 CHF | 62,557 CHF | 99.53% | 99.53% |