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 | 2.60% | 0.38 CHF | 0.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 114,280 CHF | 39,093 CHF | 99.11% | 99.11% |
12/07/2024 | 2.69% | 0.36 CHF | 0.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 110,134 CHF | 37,711 CHF | 99.27% | 99.27% |
11/07/2024 | 2.41% | 0.40 CHF | 0.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 122,902 CHF | 41,967 CHF | 98.67% | 98.67% |
10/07/2024 | 2.32% | 0.43 CHF | 0.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 127,861 CHF | 43,621 CHF | 99.20% | 99.20% |
09/07/2024 | 2.14% | 0.50 CHF | 0.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 138,868 CHF | 47,289 CHF | 99.23% | 99.23% |
08/07/2024 | 2.63% | 0.42 CHF | 0.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 113,046 CHF | 38,682 CHF | 99.24% | 99.24% |
05/07/2024 | 2.57% | 0.43 CHF | 0.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 115,858 CHF | 39,619 CHF | 99.23% | 99.23% |
04/07/2024 | 2.74% | 0.38 CHF | 0.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 108,496 CHF | 37,165 CHF | 99.01% | 99.01% |
03/07/2024 | 2.06% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 144,749 CHF | 49,250 CHF | 98.84% | 98.84% |
02/07/2024 | 1.60% | 0.57 CHF | 0.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 186,905 CHF | 63,302 CHF | 99.24% | 99.24% |