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 | 1.59% | 0.66 CHF | 0.67 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 468,696 CHF | 63,493 CHF | 96.11% | 96.11% |
12/07/2024 | 1.60% | 0.60 CHF | 0.61 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 465,331 CHF | 63,044 CHF | 96.47% | 96.47% |
11/07/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 465,621 CHF | 63,083 CHF | 97.65% | 97.65% |
10/07/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 494,196 CHF | 66,893 CHF | 96.44% | 96.44% |
09/07/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 508,003 CHF | 68,734 CHF | 95.47% | 95.47% |
08/07/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 495,860 CHF | 67,115 CHF | 95.49% | 95.49% |
05/07/2024 | 1.53% | 0.67 CHF | 0.68 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 487,481 CHF | 65,998 CHF | 97.89% | 97.89% |
04/07/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 479,170 CHF | 64,889 CHF | 89.14% | 89.14% |
03/07/2024 | 1.51% | 0.64 CHF | 0.65 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 491,674 CHF | 66,557 CHF | 95.48% | 95.48% |
02/07/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 527,929 CHF | 71,391 CHF | 98.55% | 98.55% |