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 | 2.20% | 0.41 CHF | 0.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 135,667 CHF | 46,222 CHF | 99.42% | 99.42% |
12/07/2024 | 1.71% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 174,597 CHF | 59,199 CHF | 99.42% | 99.42% |
11/07/2024 | 2.28% | 0.48 CHF | 0.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 130,425 CHF | 44,475 CHF | 98.07% | 98.07% |
10/07/2024 | 3.28% | 0.36 CHF | 0.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 91,448 CHF | 31,483 CHF | 95.00% | 98.90% |
09/07/2024 | 3.21% | 0.24 CHF | 0.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 92,516 CHF | 31,839 CHF | 98.56% | 99.41% |
08/07/2024 | 2.20% | 0.34 CHF | 0.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 136,483 CHF | 46,494 CHF | 99.41% | 99.41% |
05/07/2024 | 1.70% | 0.53 CHF | 0.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 175,773 CHF | 59,591 CHF | 99.15% | 99.15% |
04/07/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 169,572 CHF | 57,524 CHF | 99.39% | 99.39% |
03/07/2024 | 1.76% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 169,785 CHF | 57,595 CHF | 99.42% | 99.42% |
02/07/2024 | 2.17% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 137,106 CHF | 46,702 CHF | 99.31% | 99.31% |