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 | 1.38% | 0.68 CHF | 0.69 CHF | 600,000 | 200,000 | 602,578 | 200,859 | 432,851 CHF | 146,292 CHF | 99.38% | 99.38% |
12/07/2024 | 1.41% | 0.74 CHF | 0.75 CHF | 600,000 | 200,000 | 609,437 | 203,146 | 430,323 CHF | 145,473 CHF | 99.38% | 99.38% |
11/07/2024 | 1.51% | 0.70 CHF | 0.71 CHF | 600,000 | 200,000 | 723,814 | 241,271 | 476,610 CHF | 161,283 CHF | 99.38% | 99.38% |
10/07/2024 | 1.66% | 0.61 CHF | 0.62 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 447,529 CHF | 151,676 CHF | 99.37% | 99.37% |
09/07/2024 | 1.65% | 0.57 CHF | 0.58 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 450,615 CHF | 152,705 CHF | 99.38% | 99.38% |
08/07/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 456,296 CHF | 154,599 CHF | 99.38% | 99.38% |
05/07/2024 | 1.54% | 0.62 CHF | 0.63 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 482,887 CHF | 163,462 CHF | 99.37% | 99.37% |
04/07/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 471,609 CHF | 159,703 CHF | 98.58% | 98.58% |
03/07/2024 | 1.62% | 0.61 CHF | 0.62 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 458,792 CHF | 155,431 CHF | 99.38% | 99.38% |
02/07/2024 | 1.80% | 0.56 CHF | 0.57 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 413,926 CHF | 140,475 CHF | 99.38% | 99.38% |