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 | 1.25% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 238,345 CHF | 80,448 CHF | 92.12% | 92.12% |
12/07/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 233,986 CHF | 78,996 CHF | 94.00% | 94.00% |
11/07/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 241,359 CHF | 81,453 CHF | 93.66% | 93.66% |
10/07/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 240,541 CHF | 81,180 CHF | 87.73% | 87.73% |
09/07/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 247,753 CHF | 83,584 CHF | 93.78% | 93.78% |
08/07/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 236,852 CHF | 79,951 CHF | 89.68% | 89.68% |
05/07/2024 | 1.27% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 235,022 CHF | 79,341 CHF | 98.70% | 98.70% |
04/07/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 252,565 CHF | 85,188 CHF | 86.02% | 86.02% |
03/07/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 257,097 CHF | 86,699 CHF | 94.48% | 94.48% |
02/07/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 264,237 CHF | 89,079 CHF | 95.02% | 95.02% |