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% | 0.69 CHF | 0.70 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 423,863 CHF | 143,288 CHF | 99.38% | 99.38% |
12/07/2024 | 1.41% | 0.73 CHF | 0.74 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 423,694 CHF | 143,231 CHF | 99.38% | 99.38% |
11/07/2024 | 1.48% | 0.70 CHF | 0.71 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 401,589 CHF | 135,863 CHF | 99.37% | 99.37% |
10/07/2024 | 1.54% | 0.63 CHF | 0.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 386,846 CHF | 130,949 CHF | 99.37% | 99.37% |
09/07/2024 | 1.44% | 0.67 CHF | 0.68 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 412,846 CHF | 139,615 CHF | 99.37% | 99.37% |
08/07/2024 | 1.44% | 0.68 CHF | 0.69 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 412,356 CHF | 139,452 CHF | 99.38% | 99.38% |
05/07/2024 | 1.46% | 0.66 CHF | 0.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 406,846 CHF | 137,615 CHF | 99.38% | 99.38% |
04/07/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 406,774 CHF | 137,592 CHF | 98.82% | 98.82% |
03/07/2024 | 1.47% | 0.64 CHF | 0.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 406,230 CHF | 137,410 CHF | 99.38% | 99.38% |
02/07/2024 | 1.54% | 0.67 CHF | 0.68 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 385,873 CHF | 130,624 CHF | 99.38% | 99.38% |