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 | 1.66% | 0.61 CHF | 0.62 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 89,632 CHF | 30,377 CHF | 99.14% | 99.14% |
12/07/2024 | 1.64% | 0.59 CHF | 0.60 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 90,870 CHF | 30,790 CHF | 97.91% | 97.91% |
11/07/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 90,924 CHF | 30,808 CHF | 97.36% | 97.36% |
10/07/2024 | 1.65% | 0.61 CHF | 0.62 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 90,226 CHF | 30,575 CHF | 99.20% | 99.20% |
09/07/2024 | 1.66% | 0.61 CHF | 0.62 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 89,739 CHF | 30,413 CHF | 99.58% | 99.58% |
08/07/2024 | 1.68% | 0.60 CHF | 0.61 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 88,512 CHF | 30,004 CHF | 99.58% | 99.58% |
05/07/2024 | 1.70% | 0.59 CHF | 0.60 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 87,695 CHF | 29,732 CHF | 99.58% | 99.58% |
04/07/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 88,306 CHF | 29,935 CHF | 99.57% | 99.57% |
03/07/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 88,941 CHF | 30,147 CHF | 99.58% | 99.58% |
02/07/2024 | 1.65% | 0.62 CHF | 0.63 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 90,225 CHF | 30,575 CHF | 99.37% | 99.37% |