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 | 1.96% | 0.48 CHF | 0.49 CHF | 300,000 | 100,000 | 229,617 | 76,539 | 116,230 CHF | 39,509 CHF | 99.27% | 99.27% |
12/07/2024 | 1.92% | 0.58 CHF | 0.59 CHF | 225,000 | 75,000 | 235,299 | 78,433 | 121,075 CHF | 41,143 CHF | 99.27% | 99.27% |
11/07/2024 | 1.97% | 0.52 CHF | 0.53 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 112,848 CHF | 38,366 CHF | 99.27% | 99.27% |
10/07/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 143,646 CHF | 48,882 CHF | 99.27% | 99.27% |
09/07/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 143,360 CHF | 48,787 CHF | 99.27% | 99.27% |
08/07/2024 | 2.04% | 0.48 CHF | 0.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 145,286 CHF | 49,429 CHF | 99.22% | 99.22% |
05/07/2024 | 2.05% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 296,282 | 98,761 | 143,280 CHF | 48,748 CHF | 99.27% | 99.27% |
04/07/2024 | 1.99% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 277,106 | 92,369 | 137,548 CHF | 46,773 CHF | 99.27% | 99.27% |
03/07/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 225,000 | 75,000 | 253,454 | 84,485 | 129,161 CHF | 43,899 CHF | 99.27% | 99.27% |
02/07/2024 | 2.12% | 0.49 CHF | 0.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 140,247 CHF | 47,749 CHF | 99.27% | 99.27% |