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% | 0.66 CHF | 0.67 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 323,839 CHF | 65,768 CHF | 99.27% | 99.27% |
12/07/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 330,799 CHF | 67,160 CHF | 99.27% | 99.27% |
11/07/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 340,737 CHF | 69,147 CHF | 99.27% | 99.27% |
10/07/2024 | 1.40% | 0.69 CHF | 0.70 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 354,573 CHF | 71,915 CHF | 99.27% | 99.27% |
09/07/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 366,436 CHF | 74,287 CHF | 99.27% | 99.27% |
08/07/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 378,995 CHF | 76,799 CHF | 99.25% | 99.25% |
05/07/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 379,828 CHF | 76,966 CHF | 99.27% | 99.27% |
04/07/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 381,136 CHF | 77,227 CHF | 99.27% | 99.27% |
03/07/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 384,989 CHF | 77,998 CHF | 99.27% | 99.27% |
02/07/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 385,265 CHF | 78,053 CHF | 99.27% | 99.27% |