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 | 2.02% | 0.49 CHF | 0.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 147,047 CHF | 50,016 CHF | 86.24% | 86.24% |
12/07/2024 | 2.32% | 0.45 CHF | 0.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 128,181 CHF | 43,727 CHF | 99.31% | 99.31% |
11/07/2024 | 3.03% | 0.35 CHF | 0.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 97,879 CHF | 33,627 CHF | 97.99% | 97.99% |
10/07/2024 | 2.57% | 0.37 CHF | 0.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 115,538 CHF | 39,513 CHF | 95.90% | 95.90% |
09/07/2024 | 2.65% | 0.35 CHF | 0.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 111,726 CHF | 38,242 CHF | 96.67% | 96.67% |
08/07/2024 | 2.19% | 0.42 CHF | 0.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 136,258 CHF | 46,419 CHF | 92.95% | 92.95% |
05/07/2024 | 2.42% | 0.48 CHF | 0.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 123,291 CHF | 42,097 CHF | 95.51% | 95.51% |
04/07/2024 | 2.47% | 0.41 CHF | 0.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 120,042 CHF | 41,014 CHF | 99.31% | 99.31% |
03/07/2024 | 2.27% | 0.37 CHF | 0.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 131,158 CHF | 44,719 CHF | 97.74% | 97.74% |
02/07/2024 | 1.89% | 0.43 CHF | 0.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 158,297 CHF | 53,766 CHF | 99.31% | 99.31% |