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 | 1.73% | 0.58 CHF | 0.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 172,117 CHF | 58,372 CHF | 99.38% | 99.38% |
12/07/2024 | 1.85% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 161,100 CHF | 54,700 CHF | 99.38% | 99.38% |
11/07/2024 | 1.96% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 151,592 CHF | 51,531 CHF | 99.38% | 99.38% |
10/07/2024 | 1.93% | 0.51 CHF | 0.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 154,186 CHF | 52,395 CHF | 99.37% | 99.37% |
09/07/2024 | 1.93% | 0.51 CHF | 0.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 154,206 CHF | 52,402 CHF | 99.38% | 99.38% |
08/07/2024 | 1.98% | 0.51 CHF | 0.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 149,848 CHF | 50,949 CHF | 99.38% | 99.38% |
05/07/2024 | 1.98% | 0.50 CHF | 0.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 150,205 CHF | 51,068 CHF | 99.38% | 99.38% |
04/07/2024 | 1.92% | 0.51 CHF | 0.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 154,542 CHF | 52,514 CHF | 98.59% | 98.59% |
03/07/2024 | 2.05% | 0.51 CHF | 0.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 144,968 CHF | 49,323 CHF | 99.38% | 99.38% |
02/07/2024 | 2.21% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 134,100 CHF | 45,700 CHF | 99.37% | 99.37% |