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 | 2.05% | 0.45 CHF | 0.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 145,055 CHF | 49,352 CHF | 92.01% | 92.01% |
12/07/2024 | 1.99% | 0.51 CHF | 0.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 149,616 CHF | 50,872 CHF | 93.90% | 93.90% |
11/07/2024 | 2.09% | 0.49 CHF | 0.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 141,954 CHF | 48,318 CHF | 93.56% | 93.56% |
10/07/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 142,223 CHF | 48,408 CHF | 87.66% | 87.66% |
09/07/2024 | 2.20% | 0.45 CHF | 0.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 134,895 CHF | 45,965 CHF | 93.69% | 93.69% |
08/07/2024 | 2.04% | 0.48 CHF | 0.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 145,689 CHF | 49,563 CHF | 89.61% | 89.61% |
05/07/2024 | 2.00% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 148,614 CHF | 50,538 CHF | 98.61% | 98.61% |
04/07/2024 | 2.26% | 0.44 CHF | 0.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 131,399 CHF | 44,800 CHF | 85.90% | 85.90% |
03/07/2024 | 2.34% | 0.43 CHF | 0.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 126,646 CHF | 43,215 CHF | 94.41% | 94.41% |
02/07/2024 | 2.51% | 0.40 CHF | 0.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 118,214 CHF | 40,405 CHF | 95.02% | 95.02% |