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 | 1.54% | 0.63 CHF | 0.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 193,211 CHF | 65,404 CHF | 98.68% | 98.68% |
12/07/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 182,247 CHF | 61,749 CHF | 98.77% | 98.77% |
11/07/2024 | 2.08% | 0.51 CHF | 0.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 143,029 CHF | 48,676 CHF | 99.22% | 99.22% |
10/07/2024 | 2.17% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 136,845 CHF | 46,615 CHF | 97.38% | 97.38% |
09/07/2024 | 2.00% | 0.45 CHF | 0.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 148,864 CHF | 50,621 CHF | 98.39% | 98.39% |
08/07/2024 | 1.74% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 171,255 CHF | 58,085 CHF | 97.36% | 97.36% |
05/07/2024 | 1.59% | 0.59 CHF | 0.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 187,438 CHF | 63,479 CHF | 98.58% | 98.58% |
04/07/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 188,432 CHF | 63,811 CHF | 93.09% | 93.09% |
03/07/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 185,636 CHF | 62,879 CHF | 99.23% | 99.23% |
02/07/2024 | 1.82% | 0.53 CHF | 0.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 163,668 CHF | 55,556 CHF | 98.87% | 98.87% |