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 | 3.84% | 0.27 CHF | 0.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 76,751 CHF | 26,584 CHF | 94.93% | 94.93% |
12/07/2024 | 3.75% | 0.27 CHF | 0.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 78,577 CHF | 27,192 CHF | 99.17% | 99.17% |
11/07/2024 | 3.65% | 0.27 CHF | 0.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 80,746 CHF | 27,915 CHF | 98.12% | 98.12% |
10/07/2024 | 3.10% | 0.30 CHF | 0.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 95,204 CHF | 32,735 CHF | 99.24% | 99.24% |
09/07/2024 | 2.92% | 0.33 CHF | 0.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 101,362 CHF | 34,787 CHF | 99.24% | 99.24% |
08/07/2024 | 3.05% | 0.33 CHF | 0.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 96,730 CHF | 33,243 CHF | 98.69% | 98.69% |
05/07/2024 | 2.90% | 0.35 CHF | 0.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 102,109 CHF | 35,036 CHF | 98.73% | 98.73% |
04/07/2024 | 2.92% | 0.33 CHF | 0.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 101,365 CHF | 34,788 CHF | 99.23% | 99.23% |
03/07/2024 | 2.95% | 0.35 CHF | 0.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 100,218 CHF | 34,406 CHF | 99.23% | 99.23% |
02/07/2024 | 2.97% | 0.33 CHF | 0.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 99,373 CHF | 34,124 CHF | 99.23% | 99.23% |