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 | 1.48% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 202,018 CHF | 68,339 CHF | 99.19% | 99.19% |
12/07/2024 | 1.39% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 214,603 CHF | 72,534 CHF | 99.27% | 99.27% |
11/07/2024 | 1.38% | 0.69 CHF | 0.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 216,435 CHF | 73,145 CHF | 99.23% | 99.23% |
10/07/2024 | 1.55% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 192,631 CHF | 65,210 CHF | 99.23% | 99.23% |
09/07/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 182,790 CHF | 61,930 CHF | 99.24% | 99.24% |
08/07/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 187,903 CHF | 63,634 CHF | 99.24% | 99.24% |
05/07/2024 | 1.76% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 169,120 CHF | 57,373 CHF | 99.23% | 99.23% |
04/07/2024 | 1.83% | 0.56 CHF | 0.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 162,850 CHF | 55,283 CHF | 99.23% | 99.23% |
03/07/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 159,714 CHF | 54,238 CHF | 99.23% | 99.23% |
02/07/2024 | 1.77% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 167,614 CHF | 56,871 CHF | 99.24% | 99.24% |