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 | 1.27% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 235,407 CHF | 79,469 CHF | 99.17% | 99.17% |
12/07/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 227,267 CHF | 76,756 CHF | 99.23% | 99.23% |
11/07/2024 | 1.38% | 0.78 CHF | 0.79 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 216,935 CHF | 73,312 CHF | 90.53% | 90.53% |
10/07/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 225,428 CHF | 76,143 CHF | 97.49% | 97.49% |
09/07/2024 | 1.30% | 0.75 CHF | 0.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 229,690 CHF | 77,563 CHF | 98.69% | 98.69% |
08/07/2024 | 1.31% | 0.78 CHF | 0.79 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 226,774 CHF | 76,591 CHF | 98.54% | 98.54% |
05/07/2024 | 1.17% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 255,724 CHF | 86,241 CHF | 92.03% | 92.03% |
04/07/2024 | 1.17% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 254,235 CHF | 85,745 CHF | 99.05% | 99.05% |
03/07/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 261,621 CHF | 88,207 CHF | 95.39% | 95.39% |
02/07/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 271,016 CHF | 91,339 CHF | 95.11% | 95.11% |