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 | 1.26% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 236,794 CHF | 79,931 CHF | 86.23% | 86.23% |
12/07/2024 | 1.37% | 0.75 CHF | 0.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 218,171 CHF | 73,724 CHF | 99.31% | 99.31% |
11/07/2024 | 1.59% | 0.65 CHF | 0.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 187,629 CHF | 63,543 CHF | 97.99% | 97.99% |
10/07/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 205,738 CHF | 69,580 CHF | 95.90% | 95.90% |
09/07/2024 | 1.47% | 0.65 CHF | 0.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 201,956 CHF | 68,319 CHF | 96.67% | 96.67% |
08/07/2024 | 1.32% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 226,393 CHF | 76,465 CHF | 92.95% | 92.95% |
05/07/2024 | 1.39% | 0.78 CHF | 0.79 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 213,921 CHF | 72,307 CHF | 95.53% | 95.53% |
04/07/2024 | 1.41% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 210,674 CHF | 71,225 CHF | 99.31% | 99.31% |
03/07/2024 | 1.35% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 221,526 CHF | 74,842 CHF | 97.74% | 97.74% |
02/07/2024 | 1.20% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 248,824 CHF | 83,941 CHF | 99.28% | 99.28% |