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 | 1.29% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 231,045 CHF | 78,015 CHF | 98.97% | 98.97% |
12/07/2024 | 1.37% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 218,115 CHF | 73,705 CHF | 99.15% | 99.15% |
11/07/2024 | 1.41% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 211,874 CHF | 71,625 CHF | 98.81% | 98.81% |
10/07/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 206,943 CHF | 69,981 CHF | 97.27% | 97.27% |
09/07/2024 | 1.42% | 0.65 CHF | 0.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 210,348 CHF | 71,116 CHF | 99.09% | 99.09% |
08/07/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 212,939 CHF | 71,980 CHF | 98.79% | 98.79% |
05/07/2024 | 1.38% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 215,687 CHF | 72,896 CHF | 98.77% | 98.77% |
04/07/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 202,129 CHF | 68,376 CHF | 97.64% | 97.64% |
03/07/2024 | 1.57% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 189,655 CHF | 64,219 CHF | 98.78% | 98.78% |
02/07/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 164,287 CHF | 55,762 CHF | 98.74% | 98.74% |