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 | 1.89% | 0.51 CHF | 0.52 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 78,630 CHF | 26,710 CHF | 99.14% | 99.14% |
12/07/2024 | 1.91% | 0.53 CHF | 0.54 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 77,690 CHF | 26,397 CHF | 97.91% | 97.91% |
11/07/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 78,224 CHF | 26,575 CHF | 97.37% | 97.37% |
10/07/2024 | 1.89% | 0.51 CHF | 0.52 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 78,573 CHF | 26,691 CHF | 99.20% | 99.20% |
09/07/2024 | 1.86% | 0.51 CHF | 0.52 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 79,857 CHF | 27,119 CHF | 99.58% | 99.58% |
08/07/2024 | 1.82% | 0.53 CHF | 0.54 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 81,549 CHF | 27,683 CHF | 99.58% | 99.58% |
05/07/2024 | 1.77% | 0.55 CHF | 0.56 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 84,045 CHF | 28,515 CHF | 99.58% | 99.58% |
04/07/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 84,254 CHF | 28,585 CHF | 99.57% | 99.57% |
03/07/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 83,460 CHF | 28,320 CHF | 99.58% | 99.58% |
02/07/2024 | 1.82% | 0.52 CHF | 0.53 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 81,560 CHF | 27,687 CHF | 99.38% | 99.38% |