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 | 1.38% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 215,786 CHF | 72,929 CHF | 99.17% | 99.17% |
12/07/2024 | 1.40% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 213,261 CHF | 72,087 CHF | 99.24% | 99.24% |
11/07/2024 | 1.38% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 216,428 CHF | 73,143 CHF | 98.03% | 98.03% |
10/07/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 212,655 CHF | 71,885 CHF | 99.23% | 99.23% |
09/07/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 215,771 CHF | 72,924 CHF | 99.24% | 99.24% |
08/07/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 211,000 CHF | 71,334 CHF | 99.15% | 99.15% |
05/07/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 203,744 CHF | 68,915 CHF | 98.43% | 98.43% |
04/07/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 204,139 CHF | 69,046 CHF | 99.23% | 99.23% |
03/07/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 203,983 CHF | 68,994 CHF | 98.54% | 98.54% |
02/07/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 197,468 CHF | 66,823 CHF | 99.23% | 99.23% |