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 | 1.17% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 253,977 CHF | 85,659 CHF | 99.17% | 99.17% |
12/07/2024 | 1.28% | 0.76 CHF | 0.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 233,737 CHF | 78,912 CHF | 99.17% | 99.17% |
11/07/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 244,080 CHF | 82,360 CHF | 99.16% | 99.16% |
10/07/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 252,958 CHF | 85,320 CHF | 99.17% | 99.17% |
09/07/2024 | 1.24% | 0.78 CHF | 0.79 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 240,884 CHF | 81,295 CHF | 99.17% | 99.17% |
08/07/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 241,376 CHF | 81,459 CHF | 99.16% | 99.16% |
05/07/2024 | 1.20% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 248,506 CHF | 83,835 CHF | 99.15% | 99.15% |
04/07/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 247,708 CHF | 83,569 CHF | 99.17% | 99.17% |
03/07/2024 | 1.28% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 233,183 CHF | 78,728 CHF | 99.15% | 99.15% |
02/07/2024 | 1.47% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 203,090 CHF | 68,697 CHF | 99.17% | 99.17% |