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% | 0.52 CHF | 0.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 157,259 CHF | 53,420 CHF | 99.27% | 99.27% |
12/07/2024 | 1.99% | 0.53 CHF | 0.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 149,722 CHF | 50,907 CHF | 99.27% | 99.27% |
11/07/2024 | 2.09% | 0.50 CHF | 0.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 141,901 CHF | 48,300 CHF | 99.27% | 99.27% |
10/07/2024 | 2.06% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 144,056 CHF | 49,019 CHF | 99.27% | 99.27% |
09/07/2024 | 1.97% | 0.51 CHF | 0.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 151,154 CHF | 51,385 CHF | 99.27% | 99.27% |
08/07/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 151,416 CHF | 51,472 CHF | 99.20% | 99.20% |
05/07/2024 | 1.87% | 0.52 CHF | 0.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 159,253 CHF | 54,084 CHF | 99.26% | 99.26% |
04/07/2024 | 1.80% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 165,426 CHF | 56,142 CHF | 99.27% | 99.27% |
03/07/2024 | 2.01% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 148,053 CHF | 50,351 CHF | 99.27% | 99.27% |
02/07/2024 | 2.19% | 0.48 CHF | 0.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 135,519 CHF | 46,173 CHF | 99.27% | 99.27% |