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 | 1.25% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 237,810 CHF | 80,270 CHF | 99.49% | 99.49% |
12/07/2024 | 1.29% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 230,589 CHF | 77,863 CHF | 97.98% | 97.98% |
11/07/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 218,651 CHF | 73,884 CHF | 99.45% | 99.45% |
10/07/2024 | 1.37% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 217,615 CHF | 73,538 CHF | 94.56% | 94.56% |
09/07/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 223,978 CHF | 75,659 CHF | 99.14% | 99.14% |
08/07/2024 | 1.25% | 0.76 CHF | 0.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 238,416 CHF | 80,472 CHF | 98.90% | 98.90% |
05/07/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 231,929 CHF | 78,310 CHF | 99.53% | 99.53% |
04/07/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 235,871 CHF | 79,624 CHF | 99.56% | 99.56% |
03/07/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 232,026 CHF | 78,342 CHF | 99.53% | 99.53% |
02/07/2024 | 1.28% | 0.76 CHF | 0.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 232,148 CHF | 78,383 CHF | 99.56% | 99.56% |