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 | 1.89% | 0.50 CHF | 0.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 157,161 CHF | 53,387 CHF | 94.91% | 94.91% |
12/07/2024 | 1.91% | 0.51 CHF | 0.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 155,486 CHF | 52,829 CHF | 99.17% | 99.17% |
11/07/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 153,418 CHF | 52,139 CHF | 98.13% | 98.13% |
10/07/2024 | 2.10% | 0.49 CHF | 0.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 141,385 CHF | 48,128 CHF | 99.24% | 99.24% |
09/07/2024 | 2.23% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 132,855 CHF | 45,285 CHF | 99.24% | 99.24% |
08/07/2024 | 2.15% | 0.45 CHF | 0.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 138,083 CHF | 47,028 CHF | 98.69% | 98.69% |
05/07/2024 | 2.21% | 0.44 CHF | 0.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 134,006 CHF | 45,669 CHF | 98.73% | 98.73% |
04/07/2024 | 2.20% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 135,177 CHF | 46,059 CHF | 99.23% | 99.23% |
03/07/2024 | 2.17% | 0.44 CHF | 0.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 136,674 CHF | 46,558 CHF | 99.23% | 99.23% |
02/07/2024 | 2.15% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 138,292 CHF | 47,097 CHF | 99.23% | 99.23% |