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 | 1.24% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 240,597 CHF | 81,199 CHF | 99.38% | 99.38% |
12/07/2024 | 1.25% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 239,230 CHF | 80,743 CHF | 99.38% | 99.38% |
11/07/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 228,684 CHF | 77,228 CHF | 99.37% | 99.37% |
10/07/2024 | 1.37% | 0.75 CHF | 0.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 217,646 CHF | 73,549 CHF | 99.38% | 99.38% |
09/07/2024 | 1.42% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 209,101 CHF | 70,700 CHF | 99.38% | 99.38% |
08/07/2024 | 1.36% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 219,075 CHF | 74,025 CHF | 99.38% | 99.38% |
05/07/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 228,332 CHF | 77,111 CHF | 99.38% | 99.38% |
04/07/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 217,185 CHF | 73,395 CHF | 98.59% | 98.59% |
03/07/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 211,022 CHF | 71,341 CHF | 99.38% | 99.38% |
02/07/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 206,916 CHF | 69,972 CHF | 99.37% | 99.37% |