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 | 1.43% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 207,921 CHF | 70,307 CHF | 99.59% | 99.59% |
12/07/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 218,808 CHF | 73,936 CHF | 99.58% | 99.58% |
11/07/2024 | 1.29% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 307,008 | 102,336 | 237,149 CHF | 80,073 CHF | 93.78% | 93.78% |
10/07/2024 | 1.34% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 221,717 CHF | 74,906 CHF | 98.49% | 98.49% |
09/07/2024 | 1.37% | 0.75 CHF | 0.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 217,200 CHF | 73,400 CHF | 99.03% | 99.03% |
08/07/2024 | 1.36% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 218,680 CHF | 73,893 CHF | 99.58% | 99.58% |
05/07/2024 | 1.60% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 279,654 CHF | 94,718 CHF | 89.80% | 89.80% |
04/07/2024 | 1.57% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 285,179 CHF | 96,560 CHF | 99.20% | 99.20% |
03/07/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 273,347 CHF | 92,616 CHF | 97.73% | 97.73% |
02/07/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 260,715 CHF | 88,405 CHF | 95.40% | 95.40% |