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 | 2.06% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 143,996 CHF | 48,999 CHF | 99.17% | 99.17% |
12/07/2024 | 2.18% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 135,950 CHF | 46,317 CHF | 99.24% | 99.24% |
11/07/2024 | 2.37% | 0.48 CHF | 0.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 125,580 CHF | 42,860 CHF | 90.52% | 90.52% |
10/07/2024 | 2.22% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 133,559 CHF | 45,520 CHF | 97.49% | 97.49% |
09/07/2024 | 2.14% | 0.44 CHF | 0.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 139,008 CHF | 47,336 CHF | 98.69% | 98.69% |
08/07/2024 | 2.20% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 135,236 CHF | 46,079 CHF | 98.54% | 98.54% |
05/07/2024 | 1.81% | 0.52 CHF | 0.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 164,555 CHF | 55,852 CHF | 92.03% | 92.03% |
04/07/2024 | 1.83% | 0.53 CHF | 0.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 162,371 CHF | 55,124 CHF | 99.06% | 99.06% |
03/07/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 170,252 CHF | 57,751 CHF | 95.39% | 95.39% |
02/07/2024 | 1.66% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 179,216 CHF | 60,739 CHF | 95.11% | 95.11% |