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 | 1.68% | 0.61 CHF | 0.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 177,070 CHF | 60,023 CHF | 99.17% | 99.17% |
12/07/2024 | 1.65% | 0.58 CHF | 0.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 180,683 CHF | 61,228 CHF | 99.24% | 99.24% |
11/07/2024 | 1.67% | 0.61 CHF | 0.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 177,693 CHF | 60,231 CHF | 98.03% | 98.03% |
10/07/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 182,721 CHF | 61,907 CHF | 99.24% | 99.24% |
09/07/2024 | 1.67% | 0.61 CHF | 0.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 178,590 CHF | 60,530 CHF | 99.24% | 99.24% |
08/07/2024 | 1.62% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 184,276 CHF | 62,425 CHF | 99.16% | 99.16% |
05/07/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 192,103 CHF | 65,034 CHF | 98.43% | 98.43% |
04/07/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 192,513 CHF | 65,171 CHF | 99.23% | 99.23% |
03/07/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 192,570 CHF | 65,190 CHF | 98.54% | 98.54% |
02/07/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 201,296 CHF | 68,099 CHF | 99.23% | 99.23% |