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 | 1.34% | 0.71 CHF | 0.72 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 558,337 CHF | 188,612 CHF | 99.38% | 99.38% |
12/07/2024 | 1.35% | 0.76 CHF | 0.77 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 550,404 CHF | 185,968 CHF | 99.38% | 99.38% |
11/07/2024 | 1.43% | 0.73 CHF | 0.74 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 519,621 CHF | 175,707 CHF | 99.38% | 99.38% |
10/07/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 476,878 CHF | 161,459 CHF | 99.37% | 99.37% |
09/07/2024 | 1.55% | 0.61 CHF | 0.62 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 480,068 CHF | 162,523 CHF | 99.37% | 99.37% |
08/07/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 484,367 CHF | 163,956 CHF | 99.38% | 99.38% |
05/07/2024 | 1.47% | 0.65 CHF | 0.66 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 507,044 CHF | 171,515 CHF | 99.38% | 99.38% |
04/07/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 497,193 CHF | 168,231 CHF | 98.59% | 98.59% |
03/07/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 484,667 CHF | 164,056 CHF | 99.37% | 99.37% |
02/07/2024 | 1.67% | 0.60 CHF | 0.61 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 444,220 CHF | 150,573 CHF | 99.38% | 99.38% |