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 | 4.71% | 0.24 CHF | 0.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 62,540 CHF | 21,847 CHF | 92.12% | 92.12% |
12/07/2024 | 5.02% | 0.18 CHF | 0.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 58,375 CHF | 20,458 CHF | 93.98% | 93.98% |
11/07/2024 | 4.47% | 0.21 CHF | 0.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 65,776 CHF | 22,925 CHF | 93.66% | 93.66% |
10/07/2024 | 4.48% | 0.22 CHF | 0.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 65,560 CHF | 22,853 CHF | 87.73% | 87.73% |
09/07/2024 | 4.05% | 0.24 CHF | 0.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 72,691 CHF | 25,230 CHF | 93.78% | 93.78% |
08/07/2024 | 4.74% | 0.21 CHF | 0.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 61,938 CHF | 21,646 CHF | 89.68% | 89.68% |
05/07/2024 | 4.92% | 0.22 CHF | 0.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 60,002 CHF | 21,001 CHF | 98.70% | 98.70% |
04/07/2024 | 3.80% | 0.25 CHF | 0.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 77,497 CHF | 26,832 CHF | 86.02% | 86.02% |
03/07/2024 | 3.61% | 0.27 CHF | 0.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 81,668 CHF | 28,223 CHF | 94.47% | 94.47% |
02/07/2024 | 3.29% | 0.29 CHF | 0.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 89,734 CHF | 30,911 CHF | 95.02% | 95.02% |