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 | 1.35% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 221,560 CHF | 74,853 CHF | 99.19% | 99.19% |
12/07/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 216,281 CHF | 73,094 CHF | 96.20% | 96.20% |
11/07/2024 | 1.42% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 209,952 CHF | 70,984 CHF | 88.37% | 88.37% |
10/07/2024 | 1.59% | 0.64 CHF | 0.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 187,677 CHF | 63,559 CHF | 99.24% | 99.24% |
09/07/2024 | 1.58% | 0.58 CHF | 0.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 189,024 CHF | 64,008 CHF | 96.19% | 96.19% |
08/07/2024 | 1.53% | 0.63 CHF | 0.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 194,750 CHF | 65,917 CHF | 99.24% | 99.24% |
05/07/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 188,735 CHF | 63,912 CHF | 97.69% | 97.69% |
04/07/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 190,471 CHF | 64,490 CHF | 99.23% | 99.23% |
03/07/2024 | 1.55% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 191,468 CHF | 64,823 CHF | 98.55% | 98.55% |
02/07/2024 | 1.50% | 0.63 CHF | 0.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 199,092 CHF | 67,364 CHF | 97.13% | 97.13% |