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 | 4.58% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 64,351 CHF | 22,450 CHF | 99.30% | 99.30% |
12/07/2024 | 4.47% | 0.21 CHF | 0.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 65,602 CHF | 22,867 CHF | 98.56% | 98.56% |
11/07/2024 | 3.54% | 0.24 CHF | 0.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 83,427 CHF | 28,809 CHF | 92.38% | 92.38% |
10/07/2024 | 3.05% | 0.30 CHF | 0.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 97,107 CHF | 33,369 CHF | 98.56% | 98.56% |
09/07/2024 | 2.92% | 0.36 CHF | 0.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 101,310 CHF | 34,770 CHF | 99.19% | 99.19% |
08/07/2024 | 3.27% | 0.34 CHF | 0.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 90,449 CHF | 31,150 CHF | 99.29% | 99.29% |
05/07/2024 | 2.54% | 0.38 CHF | 0.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 116,538 CHF | 39,846 CHF | 99.27% | 99.27% |
04/07/2024 | 2.58% | 0.39 CHF | 0.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 114,880 CHF | 39,293 CHF | 99.31% | 99.31% |
03/07/2024 | 3.17% | 0.37 CHF | 0.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 93,456 CHF | 32,152 CHF | 98.97% | 98.97% |
02/07/2024 | 3.26% | 0.31 CHF | 0.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 90,599 CHF | 31,200 CHF | 99.15% | 99.15% |