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 | 1.89% | 0.53 CHF | 0.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 157,422 CHF | 53,474 CHF | 86.23% | 86.23% |
12/07/2024 | 1.68% | 0.57 CHF | 0.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 177,363 CHF | 60,121 CHF | 99.31% | 99.31% |
11/07/2024 | 1.43% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 208,487 CHF | 70,496 CHF | 97.99% | 97.99% |
10/07/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 192,013 CHF | 65,004 CHF | 95.90% | 95.90% |
09/07/2024 | 1.52% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 196,112 CHF | 66,371 CHF | 96.67% | 96.67% |
08/07/2024 | 1.73% | 0.61 CHF | 0.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 171,858 CHF | 58,286 CHF | 92.95% | 92.95% |
05/07/2024 | 1.61% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 185,573 CHF | 62,858 CHF | 95.52% | 95.52% |
04/07/2024 | 1.56% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 190,845 CHF | 64,615 CHF | 99.31% | 99.31% |
03/07/2024 | 1.66% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 179,388 CHF | 60,796 CHF | 97.74% | 97.74% |
02/07/2024 | 1.95% | 0.61 CHF | 0.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 153,228 CHF | 52,076 CHF | 99.28% | 99.28% |