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 | 1.57% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 189,907 CHF | 64,302 CHF | 99.38% | 99.38% |
12/07/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 189,341 CHF | 64,114 CHF | 98.63% | 98.63% |
11/07/2024 | 1.73% | 0.61 CHF | 0.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 172,088 CHF | 58,363 CHF | 92.50% | 92.50% |
10/07/2024 | 1.87% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 158,894 CHF | 53,965 CHF | 98.65% | 98.65% |
09/07/2024 | 1.93% | 0.49 CHF | 0.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 154,462 CHF | 52,487 CHF | 99.29% | 99.29% |
08/07/2024 | 1.80% | 0.52 CHF | 0.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 165,136 CHF | 56,045 CHF | 99.40% | 99.40% |
05/07/2024 | 2.12% | 0.48 CHF | 0.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 140,339 CHF | 47,780 CHF | 99.37% | 99.37% |
04/07/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 142,314 CHF | 48,438 CHF | 99.41% | 99.41% |
03/07/2024 | 1.81% | 0.49 CHF | 0.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 164,668 CHF | 55,890 CHF | 99.06% | 99.06% |
02/07/2024 | 1.77% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 167,970 CHF | 56,990 CHF | 99.14% | 99.14% |