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 | 2.22% | 0.43 CHF | 0.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 133,746 CHF | 45,582 CHF | 99.17% | 99.17% |
12/07/2024 | 2.26% | 0.45 CHF | 0.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 131,566 CHF | 44,855 CHF | 99.24% | 99.24% |
11/07/2024 | 2.20% | 0.43 CHF | 0.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 134,935 CHF | 45,978 CHF | 98.03% | 98.03% |
10/07/2024 | 2.27% | 0.45 CHF | 0.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 130,734 CHF | 44,578 CHF | 99.24% | 99.24% |
09/07/2024 | 2.21% | 0.44 CHF | 0.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 134,200 CHF | 45,733 CHF | 99.24% | 99.24% |
08/07/2024 | 2.30% | 0.44 CHF | 0.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 128,844 CHF | 43,948 CHF | 99.15% | 99.15% |
05/07/2024 | 2.45% | 0.41 CHF | 0.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 121,087 CHF | 41,362 CHF | 98.43% | 98.43% |
04/07/2024 | 2.42% | 0.41 CHF | 0.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 122,252 CHF | 41,751 CHF | 99.23% | 99.23% |
03/07/2024 | 2.42% | 0.40 CHF | 0.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 122,629 CHF | 41,876 CHF | 98.54% | 98.54% |
02/07/2024 | 2.57% | 0.39 CHF | 0.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 115,162 CHF | 39,387 CHF | 99.23% | 99.23% |