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 | 1.04% | 0.93 CHF | 0.94 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 571,848 CHF | 192,616 CHF | 99.27% | 99.27% |
12/07/2024 | 1.12% | 0.94 CHF | 0.95 CHF | 600,000 | 200,000 | 599,959 | 199,962 | 535,137 CHF | 180,358 CHF | 99.27% | 99.27% |
11/07/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 518,737 CHF | 174,912 CHF | 99.27% | 99.27% |
10/07/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 600,000 | 200,000 | 599,953 | 199,954 | 495,922 CHF | 167,282 CHF | 99.27% | 99.27% |
09/07/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 487,935 CHF | 164,645 CHF | 99.27% | 99.27% |
08/07/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 483,001 CHF | 163,000 CHF | 99.24% | 99.24% |
05/07/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 600,000 | 200,000 | 599,956 | 200,000 | 497,687 CHF | 167,908 CHF | 99.27% | 99.27% |
04/07/2024 | 1.27% | 0.80 CHF | 0.81 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 467,879 CHF | 157,960 CHF | 99.27% | 99.27% |
03/07/2024 | 1.43% | 0.73 CHF | 0.74 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 417,528 CHF | 141,176 CHF | 99.27% | 99.27% |
02/07/2024 | 1.55% | 0.69 CHF | 0.70 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 385,057 CHF | 130,352 CHF | 99.27% | 99.27% |