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 | 1.53% | 0.65 CHF | 0.66 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 324,970 CHF | 65,994 CHF | 99.27% | 99.27% |
12/07/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 316,774 CHF | 64,355 CHF | 99.27% | 99.27% |
11/07/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 313,065 CHF | 63,613 CHF | 99.27% | 99.27% |
10/07/2024 | 1.56% | 0.63 CHF | 0.64 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 318,651 CHF | 64,730 CHF | 99.27% | 99.27% |
09/07/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 314,960 CHF | 63,992 CHF | 99.27% | 99.27% |
08/07/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 327,307 CHF | 66,462 CHF | 99.25% | 99.25% |
05/07/2024 | 1.49% | 0.66 CHF | 0.67 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 333,101 CHF | 67,620 CHF | 99.27% | 99.27% |
04/07/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 317,504 CHF | 64,501 CHF | 99.27% | 99.27% |
03/07/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 319,223 CHF | 64,845 CHF | 99.27% | 99.27% |
02/07/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 322,778 CHF | 65,556 CHF | 99.27% | 99.27% |