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 | 2.55% | 0.41 CHF | 0.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 116,312 CHF | 39,771 CHF | 99.19% | 99.19% |
12/07/2024 | 2.42% | 0.40 CHF | 0.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 122,374 CHF | 41,791 CHF | 96.19% | 96.19% |
11/07/2024 | 2.31% | 0.44 CHF | 0.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 129,025 CHF | 44,008 CHF | 88.37% | 88.37% |
10/07/2024 | 1.96% | 0.49 CHF | 0.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 151,505 CHF | 51,502 CHF | 99.24% | 99.24% |
09/07/2024 | 1.98% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 150,450 CHF | 51,150 CHF | 96.19% | 96.19% |
08/07/2024 | 2.06% | 0.50 CHF | 0.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 143,843 CHF | 48,948 CHF | 99.24% | 99.24% |
05/07/2024 | 1.95% | 0.49 CHF | 0.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 152,178 CHF | 51,726 CHF | 97.69% | 97.69% |
04/07/2024 | 1.97% | 0.49 CHF | 0.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 150,429 CHF | 51,143 CHF | 99.23% | 99.23% |
03/07/2024 | 1.98% | 0.51 CHF | 0.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 150,354 CHF | 51,118 CHF | 98.55% | 98.55% |
02/07/2024 | 2.07% | 0.51 CHF | 0.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 143,598 CHF | 48,866 CHF | 97.13% | 97.13% |