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 | 1.46% | 0.66 CHF | 0.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 408,708 CHF | 138,236 CHF | 99.38% | 99.38% |
12/07/2024 | 1.46% | 0.70 CHF | 0.71 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 408,172 CHF | 138,057 CHF | 99.38% | 99.38% |
11/07/2024 | 1.55% | 0.67 CHF | 0.68 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 384,678 CHF | 130,226 CHF | 99.38% | 99.38% |
10/07/2024 | 1.61% | 0.60 CHF | 0.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 368,868 CHF | 124,956 CHF | 99.37% | 99.37% |
09/07/2024 | 1.50% | 0.64 CHF | 0.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 396,246 CHF | 134,082 CHF | 99.37% | 99.37% |
08/07/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 394,804 CHF | 133,602 CHF | 99.38% | 99.38% |
05/07/2024 | 1.53% | 0.63 CHF | 0.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 389,924 CHF | 131,975 CHF | 99.38% | 99.38% |
04/07/2024 | 1.53% | 0.67 CHF | 0.68 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 390,083 CHF | 132,028 CHF | 98.82% | 98.82% |
03/07/2024 | 1.53% | 0.61 CHF | 0.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 389,117 CHF | 131,706 CHF | 99.38% | 99.38% |
02/07/2024 | 1.62% | 0.64 CHF | 0.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 366,410 CHF | 124,137 CHF | 99.37% | 99.37% |