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 | 1.09% | 0.91 CHF | 0.92 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 546,796 CHF | 184,265 CHF | 98.69% | 98.69% |
12/07/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 537,607 CHF | 181,202 CHF | 98.83% | 98.83% |
11/07/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 543,538 CHF | 183,179 CHF | 98.85% | 98.85% |
10/07/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 541,577 CHF | 182,526 CHF | 98.73% | 98.73% |
09/07/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 541,072 CHF | 182,357 CHF | 98.78% | 98.78% |
08/07/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 534,789 CHF | 180,263 CHF | 98.75% | 98.75% |
05/07/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 519,263 CHF | 175,088 CHF | 98.77% | 98.77% |
04/07/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 519,643 CHF | 175,214 CHF | 98.74% | 98.74% |
03/07/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 514,437 CHF | 173,479 CHF | 98.81% | 98.81% |
02/07/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 536,465 CHF | 180,822 CHF | 98.71% | 98.71% |