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 | 1.18% | 0.80 CHF | 0.81 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 505,099 CHF | 170,366 CHF | 99.38% | 99.38% |
12/07/2024 | 1.20% | 0.87 CHF | 0.88 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 498,639 CHF | 168,213 CHF | 99.38% | 99.38% |
11/07/2024 | 1.29% | 0.83 CHF | 0.84 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 464,057 CHF | 156,686 CHF | 99.37% | 99.37% |
10/07/2024 | 1.43% | 0.71 CHF | 0.72 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 417,439 CHF | 141,146 CHF | 99.37% | 99.37% |
09/07/2024 | 1.42% | 0.66 CHF | 0.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 420,887 CHF | 142,296 CHF | 99.38% | 99.38% |
08/07/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 424,355 CHF | 143,452 CHF | 99.37% | 99.37% |
05/07/2024 | 1.33% | 0.71 CHF | 0.72 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 447,058 CHF | 151,019 CHF | 99.38% | 99.38% |
04/07/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 436,024 CHF | 147,341 CHF | 98.59% | 98.59% |
03/07/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 422,353 CHF | 142,784 CHF | 99.37% | 99.37% |
02/07/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 378,669 CHF | 128,223 CHF | 99.38% | 99.38% |