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 | 1.59% | 0.64 CHF | 0.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 187,729 CHF | 63,576 CHF | 99.17% | 99.17% |
12/07/2024 | 1.56% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 190,341 CHF | 64,447 CHF | 99.24% | 99.24% |
11/07/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 187,893 CHF | 63,631 CHF | 98.03% | 98.03% |
10/07/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 191,939 CHF | 64,980 CHF | 99.24% | 99.24% |
09/07/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 189,409 CHF | 64,136 CHF | 99.24% | 99.24% |
08/07/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 193,780 CHF | 65,593 CHF | 99.15% | 99.15% |
05/07/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 203,308 CHF | 68,769 CHF | 98.43% | 98.43% |
04/07/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 202,337 CHF | 68,446 CHF | 99.23% | 99.23% |
03/07/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 203,652 CHF | 68,884 CHF | 98.55% | 98.55% |
02/07/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 210,887 CHF | 71,296 CHF | 99.23% | 99.23% |