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 | 1.07% | 0.92 CHF | 0.93 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 278,026 CHF | 46,838 CHF | 99.17% | 99.17% |
12/07/2024 | 1.09% | 0.95 CHF | 0.96 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 272,656 CHF | 45,943 CHF | 99.17% | 99.17% |
11/07/2024 | 1.14% | 0.91 CHF | 0.92 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 261,001 CHF | 44,000 CHF | 99.16% | 99.16% |
10/07/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 263,315 CHF | 44,386 CHF | 99.16% | 99.16% |
09/07/2024 | 1.11% | 0.84 CHF | 0.85 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 268,141 CHF | 45,190 CHF | 99.17% | 99.17% |
08/07/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 273,873 CHF | 46,146 CHF | 99.15% | 99.15% |
05/07/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 279,850 CHF | 47,142 CHF | 99.16% | 99.16% |
04/07/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 262,255 CHF | 44,209 CHF | 99.16% | 99.16% |
03/07/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 241,267 CHF | 40,711 CHF | 99.17% | 99.17% |
02/07/2024 | 1.32% | 0.80 CHF | 0.81 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 226,460 CHF | 38,243 CHF | 99.16% | 99.16% |