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 | 1.39% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 214,226 CHF | 72,409 CHF | 99.59% | 99.59% |
12/07/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 227,265 CHF | 76,755 CHF | 99.58% | 99.58% |
11/07/2024 | 1.23% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 243,832 CHF | 82,277 CHF | 93.78% | 93.78% |
10/07/2024 | 1.29% | 0.75 CHF | 0.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 231,682 CHF | 78,227 CHF | 98.49% | 98.49% |
09/07/2024 | 1.32% | 0.78 CHF | 0.79 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 225,456 CHF | 76,152 CHF | 99.03% | 99.03% |
08/07/2024 | 1.30% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 229,024 CHF | 77,342 CHF | 99.58% | 99.58% |
05/07/2024 | 1.56% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 190,363 CHF | 64,454 CHF | 88.85% | 88.85% |
04/07/2024 | 1.53% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 195,127 CHF | 66,042 CHF | 99.20% | 99.20% |
03/07/2024 | 1.61% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 185,267 CHF | 62,756 CHF | 97.73% | 97.73% |
02/07/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 174,504 CHF | 59,168 CHF | 95.41% | 95.41% |