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 | 3.18% | 0.31 CHF | 0.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 92,825 CHF | 31,942 CHF | 99.16% | 99.16% |
12/07/2024 | 3.14% | 0.31 CHF | 0.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 93,934 CHF | 32,311 CHF | 99.17% | 99.17% |
11/07/2024 | 3.24% | 0.32 CHF | 0.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 91,113 CHF | 31,371 CHF | 99.16% | 99.16% |
10/07/2024 | 3.37% | 0.30 CHF | 0.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 87,668 CHF | 30,223 CHF | 99.16% | 99.16% |
09/07/2024 | 4.20% | 0.24 CHF | 0.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 69,913 CHF | 24,304 CHF | 99.17% | 99.17% |
08/07/2024 | 4.32% | 0.22 CHF | 0.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 67,966 CHF | 23,655 CHF | 99.16% | 99.16% |
05/07/2024 | 4.22% | 0.23 CHF | 0.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 69,543 CHF | 24,181 CHF | 99.15% | 99.15% |
04/07/2024 | 4.26% | 0.23 CHF | 0.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 69,000 CHF | 24,000 CHF | 99.17% | 99.17% |
03/07/2024 | 4.47% | 0.22 CHF | 0.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 65,575 CHF | 22,858 CHF | 99.15% | 99.15% |
02/07/2024 | 4.67% | 0.22 CHF | 0.23 CHF | 300,000 | 100,000 | 433,350 | 144,450 | 90,545 CHF | 31,626 CHF | 99.17% | 99.17% |