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 | 1.77% | 0.55 CHF | 0.56 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 335,329 CHF | 85,332 CHF | 99.17% | 99.17% |
12/07/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 340,584 CHF | 86,646 CHF | 99.17% | 99.17% |
11/07/2024 | 1.72% | 0.59 CHF | 0.60 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 345,308 CHF | 87,827 CHF | 99.17% | 99.17% |
10/07/2024 | 1.79% | 0.56 CHF | 0.57 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 332,988 CHF | 84,747 CHF | 99.17% | 99.17% |
09/07/2024 | 1.78% | 0.53 CHF | 0.54 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 333,538 CHF | 84,885 CHF | 99.17% | 99.17% |
08/07/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 333,465 CHF | 84,866 CHF | 99.16% | 99.16% |
05/07/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 333,276 CHF | 84,819 CHF | 99.16% | 99.16% |
04/07/2024 | 1.92% | 0.53 CHF | 0.54 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 386,150 CHF | 78,730 CHF | 99.17% | 99.17% |
03/07/2024 | 1.94% | 0.52 CHF | 0.53 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 382,505 CHF | 78,001 CHF | 99.16% | 99.16% |
02/07/2024 | 2.07% | 0.51 CHF | 0.52 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 358,894 CHF | 73,279 CHF | 99.16% | 99.16% |