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 | 1.47% | 0.65 CHF | 0.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 202,926 CHF | 68,642 CHF | 99.27% | 99.27% |
12/07/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 208,290 CHF | 70,430 CHF | 99.27% | 99.27% |
11/07/2024 | 1.51% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 197,688 CHF | 66,896 CHF | 99.27% | 99.27% |
10/07/2024 | 1.41% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 211,336 CHF | 71,445 CHF | 99.27% | 99.27% |
09/07/2024 | 1.35% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 221,036 CHF | 74,679 CHF | 99.27% | 99.27% |
08/07/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 218,253 CHF | 73,751 CHF | 99.21% | 99.21% |
05/07/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 221,867 CHF | 74,956 CHF | 99.26% | 99.26% |
04/07/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 220,561 CHF | 74,520 CHF | 99.27% | 99.27% |
03/07/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 212,649 CHF | 71,883 CHF | 99.27% | 99.27% |
02/07/2024 | 1.42% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 209,396 CHF | 70,799 CHF | 99.26% | 99.26% |