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 | 1.74% | 0.55 CHF | 0.56 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 342,776 CHF | 58,129 CHF | 99.17% | 99.17% |
12/07/2024 | 1.84% | 0.55 CHF | 0.56 CHF | 600,000 | 100,000 | 602,597 | 100,000 | 324,541 CHF | 54,876 CHF | 99.17% | 99.17% |
11/07/2024 | 1.65% | 0.61 CHF | 0.62 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 361,968 CHF | 61,328 CHF | 99.16% | 99.16% |
10/07/2024 | 1.72% | 0.59 CHF | 0.60 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 346,435 CHF | 58,739 CHF | 99.17% | 99.17% |
09/07/2024 | 1.69% | 0.54 CHF | 0.55 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 351,881 CHF | 59,647 CHF | 99.17% | 99.17% |
08/07/2024 | 1.72% | 0.54 CHF | 0.55 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 346,034 CHF | 58,672 CHF | 99.16% | 99.16% |
05/07/2024 | 1.44% | 0.68 CHF | 0.69 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 414,616 CHF | 70,103 CHF | 99.15% | 99.15% |
04/07/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 456,574 CHF | 77,096 CHF | 99.17% | 99.17% |
03/07/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 450,835 CHF | 76,139 CHF | 99.15% | 99.15% |
02/07/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 409,825 CHF | 69,304 CHF | 99.16% | 99.16% |