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 | 1.57% | 0.62 CHF | 0.63 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 94,985 CHF | 32,162 CHF | 99.14% | 99.14% |
12/07/2024 | 1.59% | 0.64 CHF | 0.65 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 93,812 CHF | 31,771 CHF | 97.91% | 97.91% |
11/07/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 94,550 CHF | 32,017 CHF | 97.36% | 97.36% |
10/07/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 94,645 CHF | 32,048 CHF | 99.20% | 99.20% |
09/07/2024 | 1.55% | 0.62 CHF | 0.63 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 96,148 CHF | 32,549 CHF | 99.58% | 99.58% |
08/07/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 97,434 CHF | 32,978 CHF | 99.58% | 99.58% |
05/07/2024 | 1.49% | 0.65 CHF | 0.66 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 100,156 CHF | 33,885 CHF | 99.58% | 99.58% |
04/07/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 100,614 CHF | 34,038 CHF | 99.58% | 99.58% |
03/07/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 99,700 CHF | 33,733 CHF | 99.58% | 99.58% |
02/07/2024 | 1.52% | 0.63 CHF | 0.64 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 97,824 CHF | 33,108 CHF | 99.37% | 99.37% |