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 | 1.47% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 203,147 CHF | 68,716 CHF | 98.97% | 98.97% |
12/07/2024 | 1.56% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 190,380 CHF | 64,460 CHF | 99.13% | 99.13% |
11/07/2024 | 1.62% | 0.64 CHF | 0.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 184,295 CHF | 62,432 CHF | 98.80% | 98.80% |
10/07/2024 | 1.66% | 0.61 CHF | 0.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 179,169 CHF | 60,723 CHF | 97.25% | 97.25% |
09/07/2024 | 1.63% | 0.56 CHF | 0.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 182,803 CHF | 61,934 CHF | 99.10% | 99.10% |
08/07/2024 | 1.60% | 0.63 CHF | 0.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 185,496 CHF | 62,832 CHF | 98.79% | 98.79% |
05/07/2024 | 1.59% | 0.61 CHF | 0.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 187,801 CHF | 63,600 CHF | 98.78% | 98.78% |
04/07/2024 | 1.71% | 0.59 CHF | 0.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 174,459 CHF | 59,153 CHF | 97.66% | 97.66% |
03/07/2024 | 1.84% | 0.58 CHF | 0.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 161,881 CHF | 54,960 CHF | 98.78% | 98.78% |
02/07/2024 | 2.17% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 136,694 CHF | 46,565 CHF | 98.74% | 98.74% |