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 | 1.88% | 0.52 CHF | 0.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 157,899 CHF | 53,633 CHF | 99.38% | 99.38% |
12/07/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 156,250 CHF | 53,083 CHF | 99.38% | 99.38% |
11/07/2024 | 2.01% | 0.50 CHF | 0.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 147,788 CHF | 50,263 CHF | 99.37% | 99.37% |
10/07/2024 | 2.16% | 0.48 CHF | 0.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 137,209 CHF | 46,737 CHF | 99.38% | 99.38% |
09/07/2024 | 2.28% | 0.42 CHF | 0.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 130,153 CHF | 44,384 CHF | 99.38% | 99.38% |
08/07/2024 | 2.17% | 0.43 CHF | 0.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 136,701 CHF | 46,567 CHF | 99.38% | 99.38% |
05/07/2024 | 2.03% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 146,422 CHF | 49,807 CHF | 99.38% | 99.38% |
04/07/2024 | 2.17% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 136,972 CHF | 46,658 CHF | 98.58% | 98.58% |
03/07/2024 | 2.24% | 0.44 CHF | 0.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 132,239 CHF | 45,080 CHF | 99.38% | 99.38% |
02/07/2024 | 2.31% | 0.43 CHF | 0.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 128,293 CHF | 43,764 CHF | 99.37% | 99.37% |