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 | 2.86% | 0.33 CHF | 0.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 103,410 CHF | 35,470 CHF | 99.16% | 99.16% |
12/07/2024 | 3.14% | 0.32 CHF | 0.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 94,296 CHF | 32,432 CHF | 99.24% | 99.24% |
11/07/2024 | 3.62% | 0.35 CHF | 0.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 82,538 CHF | 28,513 CHF | 90.53% | 90.53% |
10/07/2024 | 3.22% | 0.32 CHF | 0.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 91,622 CHF | 31,541 CHF | 97.49% | 97.49% |
09/07/2024 | 3.04% | 0.30 CHF | 0.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 97,222 CHF | 33,407 CHF | 98.69% | 98.69% |
08/07/2024 | 3.16% | 0.33 CHF | 0.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 93,704 CHF | 32,235 CHF | 98.54% | 98.54% |
05/07/2024 | 2.35% | 0.39 CHF | 0.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 126,124 CHF | 43,041 CHF | 92.03% | 92.03% |
04/07/2024 | 2.39% | 0.40 CHF | 0.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 123,883 CHF | 42,294 CHF | 99.06% | 99.06% |
03/07/2024 | 2.24% | 0.45 CHF | 0.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 132,158 CHF | 45,053 CHF | 95.39% | 95.39% |
02/07/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 142,010 CHF | 48,337 CHF | 95.11% | 95.11% |