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 | 1.79% | 0.53 CHF | 0.54 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 416,258 CHF | 84,752 CHF | 99.17% | 99.17% |
12/07/2024 | 1.78% | 0.59 CHF | 0.60 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 416,835 CHF | 84,867 CHF | 99.17% | 99.17% |
11/07/2024 | 1.89% | 0.55 CHF | 0.56 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 393,384 CHF | 80,177 CHF | 99.17% | 99.17% |
10/07/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 379,819 CHF | 77,464 CHF | 99.17% | 99.17% |
09/07/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 368,265 CHF | 75,153 CHF | 99.17% | 99.17% |
08/07/2024 | 2.11% | 0.48 CHF | 0.49 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 351,977 CHF | 71,895 CHF | 99.16% | 99.16% |
05/07/2024 | 2.08% | 0.44 CHF | 0.45 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 357,254 CHF | 72,951 CHF | 99.16% | 99.16% |
04/07/2024 | 2.12% | 0.47 CHF | 0.48 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 350,145 CHF | 71,529 CHF | 99.17% | 99.17% |
03/07/2024 | 2.22% | 0.44 CHF | 0.45 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 334,167 CHF | 68,333 CHF | 99.17% | 99.17% |
02/07/2024 | 2.26% | 0.46 CHF | 0.47 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 329,290 CHF | 67,358 CHF | 99.16% | 99.16% |