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 | 1.60% | 0.60 CHF | 0.61 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 464,263 CHF | 62,902 CHF | 99.16% | 99.16% |
12/07/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 439,243 CHF | 59,566 CHF | 99.17% | 99.17% |
11/07/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 479,561 CHF | 64,942 CHF | 99.16% | 99.16% |
10/07/2024 | 1.61% | 0.63 CHF | 0.64 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 463,377 CHF | 62,784 CHF | 99.16% | 99.16% |
09/07/2024 | 1.58% | 0.59 CHF | 0.60 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 470,612 CHF | 63,748 CHF | 99.17% | 99.17% |
08/07/2024 | 1.61% | 0.59 CHF | 0.60 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 463,433 CHF | 62,791 CHF | 99.15% | 99.15% |
05/07/2024 | 1.39% | 0.70 CHF | 0.71 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 537,862 CHF | 72,715 CHF | 99.15% | 99.15% |
04/07/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 600,000 | 100,000 | 603,306 | 100,000 | 470,788 CHF | 79,046 CHF | 99.17% | 99.17% |
03/07/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 600,000 | 100,000 | 643,709 | 100,000 | 495,358 CHF | 78,160 CHF | 99.15% | 99.15% |
02/07/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 535,780 CHF | 72,437 CHF | 99.16% | 99.16% |