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 | 1.41% | 0.68 CHF | 0.69 CHF | 750,000 | 250,000 | 662,289 | 220,763 | 466,096 CHF | 157,573 CHF | 99.27% | 99.27% |
12/07/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 512,876 CHF | 173,459 CHF | 99.27% | 99.27% |
11/07/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 600,000 | 200,000 | 616,099 | 205,366 | 443,106 CHF | 149,756 CHF | 99.26% | 99.26% |
10/07/2024 | 1.45% | 0.71 CHF | 0.72 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 514,420 CHF | 173,973 CHF | 99.27% | 99.27% |
09/07/2024 | 1.50% | 0.65 CHF | 0.66 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 497,266 CHF | 168,255 CHF | 99.27% | 99.27% |
08/07/2024 | 1.50% | 0.64 CHF | 0.65 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 495,203 CHF | 167,568 CHF | 99.24% | 99.24% |
05/07/2024 | 1.66% | 0.58 CHF | 0.59 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 448,161 CHF | 151,887 CHF | 99.27% | 99.27% |
04/07/2024 | 1.67% | 0.60 CHF | 0.61 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 445,684 CHF | 151,061 CHF | 99.27% | 99.27% |
03/07/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 402,547 CHF | 136,682 CHF | 99.27% | 99.27% |
02/07/2024 | 1.70% | 0.60 CHF | 0.61 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 436,871 CHF | 148,124 CHF | 99.26% | 99.26% |