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 | 1.69% | 0.58 CHF | 0.59 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 351,552 CHF | 89,388 CHF | 99.16% | 99.16% |
12/07/2024 | 1.65% | 0.60 CHF | 0.61 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 359,966 CHF | 91,491 CHF | 99.17% | 99.17% |
11/07/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 364,459 CHF | 92,615 CHF | 99.17% | 99.17% |
10/07/2024 | 1.72% | 0.59 CHF | 0.60 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 346,139 CHF | 88,035 CHF | 99.17% | 99.17% |
09/07/2024 | 1.73% | 0.55 CHF | 0.56 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 344,553 CHF | 87,638 CHF | 99.17% | 99.17% |
08/07/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 343,857 CHF | 87,464 CHF | 99.15% | 99.15% |
05/07/2024 | 1.73% | 0.59 CHF | 0.60 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 343,473 CHF | 87,368 CHF | 99.16% | 99.16% |
04/07/2024 | 1.90% | 0.54 CHF | 0.55 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 312,576 CHF | 79,644 CHF | 99.17% | 99.17% |
03/07/2024 | 1.93% | 0.52 CHF | 0.53 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 308,312 CHF | 78,578 CHF | 99.17% | 99.17% |
02/07/2024 | 2.08% | 0.52 CHF | 0.53 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 286,145 CHF | 73,036 CHF | 99.16% | 99.16% |