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 | 3.33% | 0.30 CHF | 0.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 88,555 CHF | 30,518 CHF | 86.30% | 86.30% |
12/07/2024 | 2.76% | 0.34 CHF | 0.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 107,321 CHF | 36,774 CHF | 99.38% | 99.38% |
11/07/2024 | 2.16% | 0.43 CHF | 0.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 137,944 CHF | 46,982 CHF | 98.06% | 98.06% |
10/07/2024 | 2.44% | 0.42 CHF | 0.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 121,401 CHF | 41,467 CHF | 95.96% | 95.96% |
09/07/2024 | 2.36% | 0.44 CHF | 0.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 125,443 CHF | 42,814 CHF | 96.74% | 96.74% |
08/07/2024 | 2.96% | 0.37 CHF | 0.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 100,434 CHF | 34,478 CHF | 93.03% | 93.03% |
05/07/2024 | 2.59% | 0.32 CHF | 0.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 115,010 CHF | 39,337 CHF | 95.59% | 95.59% |
04/07/2024 | 2.49% | 0.38 CHF | 0.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 119,139 CHF | 40,713 CHF | 99.37% | 99.37% |
03/07/2024 | 2.74% | 0.43 CHF | 0.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 108,615 CHF | 37,205 CHF | 97.81% | 97.81% |
02/07/2024 | 3.64% | 0.38 CHF | 0.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 82,213 CHF | 28,404 CHF | 99.31% | 99.31% |