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 | 1.41% | 0.68 CHF | 0.69 CHF | 600,000 | 200,000 | 524,911 | 174,970 | 369,678 CHF | 124,976 CHF | 99.27% | 99.27% |
12/07/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 460,848 | 153,616 | 342,134 CHF | 115,581 CHF | 99.27% | 99.27% |
11/07/2024 | 1.30% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,930 | 150,310 | 345,793 CHF | 116,768 CHF | 99.27% | 99.27% |
10/07/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 565,591 | 188,530 | 417,214 CHF | 140,957 CHF | 99.27% | 99.27% |
09/07/2024 | 1.29% | 0.72 CHF | 0.73 CHF | 600,000 | 200,000 | 463,617 | 154,539 | 356,679 CHF | 120,438 CHF | 99.27% | 99.27% |
08/07/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 456,465 | 152,155 | 363,952 CHF | 122,839 CHF | 99.24% | 99.24% |
05/07/2024 | 1.39% | 0.74 CHF | 0.75 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 428,342 CHF | 144,781 CHF | 99.27% | 99.27% |
04/07/2024 | 1.48% | 0.65 CHF | 0.66 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 403,473 CHF | 136,491 CHF | 99.27% | 99.27% |
03/07/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 396,110 CHF | 134,037 CHF | 99.27% | 99.27% |
02/07/2024 | 1.54% | 0.67 CHF | 0.68 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 386,501 CHF | 130,834 CHF | 99.27% | 99.27% |