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 | 1.17% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 255,786 CHF | 86,262 CHF | 92.11% | 92.11% |
12/07/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 260,256 CHF | 87,752 CHF | 94.00% | 94.00% |
11/07/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 252,401 CHF | 85,134 CHF | 93.66% | 93.66% |
10/07/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 252,197 CHF | 85,066 CHF | 87.74% | 87.74% |
09/07/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 245,144 CHF | 82,715 CHF | 93.78% | 93.78% |
08/07/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 255,757 CHF | 86,252 CHF | 89.68% | 89.68% |
05/07/2024 | 1.15% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 258,657 CHF | 87,219 CHF | 98.71% | 98.71% |
04/07/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 241,311 CHF | 81,437 CHF | 86.01% | 86.01% |
03/07/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 236,916 CHF | 79,972 CHF | 94.47% | 94.47% |
02/07/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 228,226 CHF | 77,075 CHF | 95.03% | 95.03% |