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 | 1.54% | 0.63 CHF | 0.64 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 323,167 CHF | 65,633 CHF | 99.27% | 99.27% |
12/07/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 328,509 CHF | 66,702 CHF | 99.27% | 99.27% |
11/07/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 335,673 CHF | 68,135 CHF | 99.27% | 99.27% |
10/07/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 321,073 CHF | 65,215 CHF | 99.27% | 99.27% |
09/07/2024 | 1.60% | 0.60 CHF | 0.61 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 309,486 CHF | 62,897 CHF | 99.27% | 99.27% |
08/07/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 321,791 CHF | 65,358 CHF | 99.25% | 99.25% |
05/07/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 313,123 CHF | 63,625 CHF | 99.27% | 99.27% |
04/07/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 309,721 CHF | 62,944 CHF | 99.27% | 99.27% |
03/07/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 292,585 CHF | 59,517 CHF | 99.27% | 99.27% |
02/07/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 292,658 CHF | 59,532 CHF | 99.27% | 99.27% |