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 | 2.84% | 0.33 CHF | 0.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 104,381 CHF | 35,794 CHF | 99.27% | 99.27% |
12/07/2024 | 2.78% | 0.39 CHF | 0.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 106,450 CHF | 36,483 CHF | 99.27% | 99.27% |
11/07/2024 | 2.86% | 0.36 CHF | 0.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 103,449 CHF | 35,483 CHF | 99.27% | 99.27% |
10/07/2024 | 2.99% | 0.33 CHF | 0.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 99,000 CHF | 34,000 CHF | 99.27% | 99.27% |
09/07/2024 | 2.90% | 0.33 CHF | 0.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 101,846 CHF | 34,949 CHF | 99.27% | 99.27% |
08/07/2024 | 2.87% | 0.34 CHF | 0.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 102,987 CHF | 35,329 CHF | 99.22% | 99.22% |
05/07/2024 | 2.85% | 0.33 CHF | 0.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 103,857 CHF | 35,619 CHF | 99.27% | 99.27% |
04/07/2024 | 2.74% | 0.34 CHF | 0.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 108,256 CHF | 37,085 CHF | 99.27% | 99.27% |
03/07/2024 | 2.66% | 0.37 CHF | 0.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 111,250 CHF | 38,083 CHF | 99.27% | 99.27% |
02/07/2024 | 2.88% | 0.36 CHF | 0.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 102,754 CHF | 35,252 CHF | 99.27% | 99.27% |