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 | 1.66% | 0.59 CHF | 0.60 CHF | 300,000 | 70,000 | 300,000 | 70,000 | 179,232 CHF | 42,521 CHF | 99.17% | 99.17% |
12/07/2024 | 1.74% | 0.62 CHF | 0.63 CHF | 300,000 | 70,000 | 300,000 | 70,000 | 171,030 CHF | 40,607 CHF | 99.17% | 99.17% |
11/07/2024 | 1.84% | 0.58 CHF | 0.59 CHF | 300,000 | 70,000 | 300,000 | 70,000 | 161,335 CHF | 38,345 CHF | 99.16% | 99.16% |
10/07/2024 | 1.82% | 0.57 CHF | 0.58 CHF | 300,000 | 70,000 | 300,000 | 70,000 | 163,582 CHF | 38,869 CHF | 99.17% | 99.17% |
09/07/2024 | 1.77% | 0.51 CHF | 0.52 CHF | 300,000 | 70,000 | 300,000 | 70,000 | 167,828 CHF | 39,860 CHF | 99.17% | 99.17% |
08/07/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 300,000 | 70,000 | 300,000 | 70,000 | 173,468 CHF | 41,176 CHF | 99.16% | 99.16% |
05/07/2024 | 1.66% | 0.60 CHF | 0.61 CHF | 300,000 | 70,000 | 300,000 | 70,000 | 180,003 CHF | 42,701 CHF | 99.16% | 99.16% |
04/07/2024 | 1.82% | 0.55 CHF | 0.56 CHF | 300,000 | 70,000 | 320,976 | 70,000 | 174,773 CHF | 38,891 CHF | 99.17% | 99.17% |
03/07/2024 | 2.04% | 0.49 CHF | 0.50 CHF | 450,000 | 70,000 | 450,000 | 70,000 | 217,900 CHF | 34,596 CHF | 99.16% | 99.16% |
02/07/2024 | 2.30% | 0.47 CHF | 0.48 CHF | 450,000 | 70,000 | 450,000 | 70,000 | 193,526 CHF | 30,804 CHF | 99.16% | 99.16% |