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 | 1.72% | 0.57 CHF | 0.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 172,492 CHF | 58,497 CHF | 98.97% | 98.97% |
12/07/2024 | 1.86% | 0.57 CHF | 0.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 159,596 CHF | 54,199 CHF | 99.13% | 99.13% |
11/07/2024 | 1.94% | 0.53 CHF | 0.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 153,259 CHF | 52,087 CHF | 98.80% | 98.80% |
10/07/2024 | 2.00% | 0.51 CHF | 0.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 148,311 CHF | 50,437 CHF | 97.27% | 97.27% |
09/07/2024 | 1.96% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 152,308 CHF | 51,770 CHF | 99.11% | 99.11% |
08/07/2024 | 1.92% | 0.53 CHF | 0.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 155,000 CHF | 52,667 CHF | 98.79% | 98.79% |
05/07/2024 | 1.89% | 0.51 CHF | 0.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 156,997 CHF | 53,332 CHF | 98.79% | 98.79% |
04/07/2024 | 2.07% | 0.49 CHF | 0.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 143,771 CHF | 48,924 CHF | 97.64% | 97.64% |
03/07/2024 | 2.27% | 0.48 CHF | 0.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 131,359 CHF | 44,786 CHF | 98.78% | 98.78% |
02/07/2024 | 2.79% | 0.36 CHF | 0.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 106,099 CHF | 36,366 CHF | 98.74% | 98.74% |