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 | 1.19% | 0.84 CHF | 0.85 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 417,952 CHF | 84,591 CHF | 99.27% | 99.27% |
12/07/2024 | 1.16% | 0.83 CHF | 0.84 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 430,006 CHF | 87,001 CHF | 99.27% | 99.27% |
11/07/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 428,401 CHF | 86,680 CHF | 99.27% | 99.27% |
10/07/2024 | 1.22% | 0.86 CHF | 0.87 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 408,189 CHF | 82,638 CHF | 99.27% | 99.27% |
09/07/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 394,836 CHF | 79,967 CHF | 99.27% | 99.27% |
08/07/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 400,757 CHF | 81,151 CHF | 99.25% | 99.25% |
05/07/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 393,346 CHF | 79,669 CHF | 99.27% | 99.27% |
04/07/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 383,028 CHF | 77,606 CHF | 99.27% | 99.27% |
03/07/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 382,162 CHF | 77,433 CHF | 99.27% | 99.27% |
02/07/2024 | 1.29% | 0.79 CHF | 0.80 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 383,888 CHF | 77,778 CHF | 99.27% | 99.27% |