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 | 3.84% | 0.26 CHF | 0.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 76,803 CHF | 26,601 CHF | 98.56% | 98.56% |
12/07/2024 | 3.28% | 0.26 CHF | 0.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 90,297 CHF | 31,099 CHF | 98.80% | 98.80% |
11/07/2024 | 3.07% | 0.30 CHF | 0.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 96,486 CHF | 33,162 CHF | 98.44% | 98.44% |
10/07/2024 | 2.93% | 0.32 CHF | 0.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 100,960 CHF | 34,653 CHF | 96.86% | 96.86% |
09/07/2024 | 3.05% | 0.38 CHF | 0.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 97,450 CHF | 33,483 CHF | 98.75% | 98.75% |
08/07/2024 | 3.11% | 0.30 CHF | 0.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 94,998 CHF | 32,666 CHF | 98.44% | 98.44% |
05/07/2024 | 3.17% | 0.33 CHF | 0.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 93,319 CHF | 32,106 CHF | 98.42% | 98.42% |
04/07/2024 | 2.76% | 0.35 CHF | 0.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 107,119 CHF | 36,707 CHF | 97.30% | 97.30% |
03/07/2024 | 2.49% | 0.36 CHF | 0.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 119,635 CHF | 40,878 CHF | 98.43% | 98.43% |
02/07/2024 | 2.06% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 144,379 CHF | 49,126 CHF | 98.59% | 98.59% |