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 | 1.21% | 0.82 CHF | 0.83 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 122,826 CHF | 41,442 CHF | 99.17% | 99.17% |
12/07/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 124,295 CHF | 41,932 CHF | 99.17% | 99.17% |
11/07/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 120,829 CHF | 40,776 CHF | 99.16% | 99.16% |
10/07/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 117,912 CHF | 39,804 CHF | 99.17% | 99.17% |
09/07/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 109,090 CHF | 36,863 CHF | 99.17% | 99.17% |
08/07/2024 | 1.38% | 0.70 CHF | 0.71 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 107,631 CHF | 36,377 CHF | 99.15% | 99.15% |
05/07/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 107,984 CHF | 36,495 CHF | 99.15% | 99.15% |
04/07/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 106,101 CHF | 35,867 CHF | 99.17% | 99.17% |
03/07/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 102,511 CHF | 34,670 CHF | 99.15% | 99.15% |
02/07/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 98,310 CHF | 33,270 CHF | 99.17% | 99.17% |