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 | 1.95% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 305,138 CHF | 103,713 CHF | 99.17% | 99.17% |
12/07/2024 | 1.94% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 306,443 CHF | 104,148 CHF | 99.17% | 99.17% |
11/07/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 325,614 CHF | 110,538 CHF | 99.17% | 99.17% |
10/07/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 317,670 CHF | 107,890 CHF | 99.17% | 99.17% |
09/07/2024 | 1.82% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 326,934 CHF | 110,978 CHF | 99.17% | 99.17% |
08/07/2024 | 1.70% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 349,230 CHF | 118,410 CHF | 99.16% | 99.16% |
05/07/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 483,477 | 161,159 | 287,110 CHF | 97,315 CHF | 99.15% | 99.15% |
04/07/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 599,584 | 199,861 | 325,529 CHF | 110,508 CHF | 99.17% | 99.17% |
03/07/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 341,807 CHF | 115,936 CHF | 99.17% | 99.17% |
02/07/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 313,693 CHF | 106,564 CHF | 99.16% | 99.16% |