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 | 1.86% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 320,490 CHF | 108,830 CHF | 99.38% | 99.38% |
12/07/2024 | 1.86% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 320,426 CHF | 108,809 CHF | 99.38% | 99.38% |
11/07/2024 | 1.98% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 299,719 CHF | 101,906 CHF | 99.37% | 99.37% |
10/07/2024 | 2.07% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 287,310 CHF | 97,770 CHF | 99.37% | 99.37% |
09/07/2024 | 1.91% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 310,700 CHF | 105,567 CHF | 99.37% | 99.37% |
08/07/2024 | 1.91% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 310,442 CHF | 105,481 CHF | 99.38% | 99.38% |
05/07/2024 | 1.95% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 305,221 CHF | 103,740 CHF | 99.38% | 99.38% |
04/07/2024 | 1.94% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 305,832 CHF | 103,944 CHF | 98.82% | 98.82% |
03/07/2024 | 1.95% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 305,276 CHF | 103,759 CHF | 99.38% | 99.38% |
02/07/2024 | 2.07% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 286,882 CHF | 97,628 CHF | 99.37% | 99.37% |