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 | 1.39% | 0.71 CHF | 0.72 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 356,899 CHF | 72,380 CHF | 99.27% | 99.27% |
12/07/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 354,215 CHF | 71,843 CHF | 99.27% | 99.27% |
11/07/2024 | 1.38% | 0.74 CHF | 0.75 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 360,670 CHF | 73,134 CHF | 99.27% | 99.27% |
10/07/2024 | 1.52% | 0.67 CHF | 0.68 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 326,664 CHF | 66,333 CHF | 99.27% | 99.27% |
09/07/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 328,588 CHF | 66,718 CHF | 99.27% | 99.27% |
08/07/2024 | 1.44% | 0.67 CHF | 0.68 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 345,904 CHF | 70,181 CHF | 99.25% | 99.25% |
05/07/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 361,099 CHF | 73,220 CHF | 99.27% | 99.27% |
04/07/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 358,547 CHF | 72,709 CHF | 99.27% | 99.27% |
03/07/2024 | 1.41% | 0.72 CHF | 0.73 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 352,815 CHF | 71,563 CHF | 99.27% | 99.27% |
02/07/2024 | 1.55% | 0.66 CHF | 0.67 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 321,254 CHF | 65,251 CHF | 99.27% | 99.27% |