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 | 2.54% | 0.38 CHF | 0.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 116,528 CHF | 39,843 CHF | 99.27% | 99.27% |
12/07/2024 | 2.35% | 0.41 CHF | 0.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 126,051 CHF | 43,017 CHF | 99.27% | 99.27% |
11/07/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 123,024 CHF | 42,008 CHF | 99.27% | 99.27% |
10/07/2024 | 2.47% | 0.42 CHF | 0.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 119,965 CHF | 40,988 CHF | 99.27% | 99.27% |
09/07/2024 | 2.70% | 0.38 CHF | 0.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 109,770 CHF | 37,590 CHF | 99.27% | 99.27% |
08/07/2024 | 2.83% | 0.34 CHF | 0.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 104,657 CHF | 35,886 CHF | 99.25% | 99.25% |
05/07/2024 | 2.77% | 0.35 CHF | 0.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 106,766 CHF | 36,589 CHF | 99.27% | 99.27% |
04/07/2024 | 2.75% | 0.36 CHF | 0.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 107,675 CHF | 36,892 CHF | 99.27% | 99.27% |
03/07/2024 | 2.78% | 0.35 CHF | 0.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 106,576 CHF | 36,525 CHF | 99.27% | 99.27% |
02/07/2024 | 2.79% | 0.34 CHF | 0.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 106,069 CHF | 36,356 CHF | 99.27% | 99.27% |