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 | 3.75% | 0.31 CHF | 0.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 79,099 CHF | 27,366 CHF | 99.19% | 99.19% |
12/07/2024 | 4.40% | 0.21 CHF | 0.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 66,970 CHF | 23,323 CHF | 99.27% | 99.27% |
11/07/2024 | 4.52% | 0.24 CHF | 0.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 64,955 CHF | 22,652 CHF | 99.23% | 99.23% |
10/07/2024 | 3.34% | 0.26 CHF | 0.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 88,544 CHF | 30,515 CHF | 99.23% | 99.23% |
09/07/2024 | 3.01% | 0.34 CHF | 0.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 98,486 CHF | 33,829 CHF | 99.24% | 99.24% |
08/07/2024 | 3.18% | 0.32 CHF | 0.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 93,143 CHF | 32,048 CHF | 99.24% | 99.24% |
05/07/2024 | 2.62% | 0.39 CHF | 0.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 113,048 CHF | 38,683 CHF | 99.23% | 99.23% |
04/07/2024 | 2.48% | 0.38 CHF | 0.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 119,728 CHF | 40,909 CHF | 99.23% | 99.23% |
03/07/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 122,994 CHF | 41,998 CHF | 99.23% | 99.23% |
02/07/2024 | 2.59% | 0.39 CHF | 0.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 114,474 CHF | 39,158 CHF | 99.24% | 99.24% |