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 | 2.17% | 0.50 CHF | 0.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 136,864 CHF | 46,621 CHF | 99.19% | 99.19% |
12/07/2024 | 2.00% | 0.48 CHF | 0.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 148,821 CHF | 50,607 CHF | 96.20% | 96.20% |
11/07/2024 | 1.85% | 0.57 CHF | 0.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 162,146 CHF | 55,049 CHF | 88.37% | 88.37% |
10/07/2024 | 1.44% | 0.65 CHF | 0.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 206,535 CHF | 69,845 CHF | 99.23% | 99.23% |
09/07/2024 | 1.46% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 205,198 CHF | 69,399 CHF | 96.19% | 96.19% |
08/07/2024 | 1.55% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 192,153 CHF | 65,051 CHF | 99.24% | 99.24% |
05/07/2024 | 1.44% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 207,124 CHF | 70,042 CHF | 97.69% | 97.69% |
04/07/2024 | 1.46% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 204,476 CHF | 69,159 CHF | 99.23% | 99.23% |
03/07/2024 | 1.46% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 204,312 CHF | 69,104 CHF | 98.55% | 98.55% |
02/07/2024 | 1.57% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 190,129 CHF | 64,376 CHF | 97.13% | 97.13% |