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 | 3.70% | 0.24 CHF | 0.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 79,802 CHF | 27,601 CHF | 92.11% | 92.11% |
12/07/2024 | 3.49% | 0.29 CHF | 0.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 84,437 CHF | 29,146 CHF | 94.01% | 94.01% |
11/07/2024 | 3.82% | 0.27 CHF | 0.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 77,102 CHF | 26,701 CHF | 93.66% | 93.66% |
10/07/2024 | 3.82% | 0.26 CHF | 0.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 77,130 CHF | 26,710 CHF | 87.75% | 87.75% |
09/07/2024 | 4.20% | 0.23 CHF | 0.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 69,986 CHF | 24,329 CHF | 93.78% | 93.78% |
08/07/2024 | 3.64% | 0.27 CHF | 0.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 80,930 CHF | 27,977 CHF | 89.68% | 89.68% |
05/07/2024 | 3.53% | 0.26 CHF | 0.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 83,784 CHF | 28,928 CHF | 98.70% | 98.70% |
04/07/2024 | 4.43% | 0.22 CHF | 0.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 66,207 CHF | 23,069 CHF | 86.00% | 86.00% |
03/07/2024 | 4.72% | 0.21 CHF | 0.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 62,179 CHF | 21,726 CHF | 94.47% | 94.47% |
02/07/2024 | 5.42% | 0.19 CHF | 0.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 53,963 CHF | 18,988 CHF | 95.02% | 95.02% |