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 | 1.20% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 248,886 CHF | 83,962 CHF | 99.11% | 99.11% |
12/07/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 253,800 CHF | 85,600 CHF | 99.28% | 99.28% |
11/07/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 240,854 CHF | 81,285 CHF | 98.67% | 98.67% |
10/07/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 235,556 CHF | 79,519 CHF | 99.20% | 99.20% |
09/07/2024 | 1.33% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 224,841 CHF | 75,947 CHF | 99.24% | 99.24% |
08/07/2024 | 1.19% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 250,741 CHF | 84,580 CHF | 99.24% | 99.24% |
05/07/2024 | 1.20% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 249,367 CHF | 84,122 CHF | 99.23% | 99.23% |
04/07/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 257,085 CHF | 86,695 CHF | 99.01% | 99.01% |
03/07/2024 | 1.35% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 221,032 CHF | 74,677 CHF | 98.84% | 98.84% |
02/07/2024 | 1.67% | 0.65 CHF | 0.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 178,111 CHF | 60,370 CHF | 99.23% | 99.23% |