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 | 500,000 | 100,000 | 500,000 | 100,000 | 298,773 CHF | 60,755 CHF | 99.27% | 99.27% |
12/07/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 291,859 CHF | 59,372 CHF | 99.27% | 99.27% |
11/07/2024 | 1.63% | 0.59 CHF | 0.60 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 303,941 CHF | 61,788 CHF | 99.27% | 99.27% |
10/07/2024 | 1.52% | 0.64 CHF | 0.65 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 327,603 CHF | 66,521 CHF | 99.27% | 99.27% |
09/07/2024 | 1.43% | 0.71 CHF | 0.72 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 347,271 CHF | 70,454 CHF | 99.27% | 99.27% |
08/07/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 329,045 CHF | 66,809 CHF | 99.25% | 99.25% |
05/07/2024 | 1.56% | 0.65 CHF | 0.66 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 318,557 CHF | 64,711 CHF | 99.27% | 99.27% |
04/07/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 319,874 CHF | 64,975 CHF | 99.27% | 99.27% |
03/07/2024 | 1.49% | 0.65 CHF | 0.66 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 332,169 CHF | 67,434 CHF | 99.27% | 99.27% |
02/07/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 349,389 CHF | 70,878 CHF | 99.27% | 99.27% |