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 | 1.49% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 199,379 CHF | 67,460 CHF | 99.59% | 99.59% |
12/07/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 210,335 CHF | 71,112 CHF | 99.58% | 99.58% |
11/07/2024 | 1.34% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 223,543 CHF | 75,515 CHF | 93.75% | 93.75% |
10/07/2024 | 1.40% | 0.69 CHF | 0.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 213,033 CHF | 72,011 CHF | 98.50% | 98.50% |
09/07/2024 | 1.43% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 208,264 CHF | 70,422 CHF | 99.03% | 99.03% |
08/07/2024 | 1.42% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 209,880 CHF | 70,960 CHF | 99.58% | 99.58% |
05/07/2024 | 1.66% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 268,391 CHF | 90,964 CHF | 89.81% | 89.81% |
04/07/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 273,943 CHF | 92,814 CHF | 99.20% | 99.20% |
03/07/2024 | 1.71% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 260,658 CHF | 88,386 CHF | 97.72% | 97.72% |
02/07/2024 | 1.80% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 248,290 CHF | 84,263 CHF | 95.42% | 95.42% |