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 | 1.71% | 0.58 CHF | 0.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 173,968 CHF | 58,989 CHF | 99.55% | 99.55% |
12/07/2024 | 1.79% | 0.58 CHF | 0.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 166,217 CHF | 56,406 CHF | 97.73% | 97.73% |
11/07/2024 | 1.93% | 0.53 CHF | 0.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 154,335 CHF | 52,445 CHF | 99.43% | 99.43% |
10/07/2024 | 1.93% | 0.50 CHF | 0.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 153,913 CHF | 52,304 CHF | 94.55% | 94.55% |
09/07/2024 | 1.87% | 0.52 CHF | 0.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 159,392 CHF | 54,131 CHF | 99.11% | 99.11% |
08/07/2024 | 1.71% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 174,017 CHF | 59,006 CHF | 98.88% | 98.88% |
05/07/2024 | 1.77% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 167,910 CHF | 56,970 CHF | 99.56% | 99.56% |
04/07/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 172,270 CHF | 58,423 CHF | 99.56% | 99.56% |
03/07/2024 | 1.77% | 0.58 CHF | 0.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 168,061 CHF | 57,020 CHF | 99.54% | 99.54% |
02/07/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 166,899 CHF | 56,633 CHF | 99.57% | 99.57% |