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 | 1.15% | 0.86 CHF | 0.87 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 260,393 CHF | 43,899 CHF | 99.17% | 99.17% |
12/07/2024 | 1.19% | 0.89 CHF | 0.90 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 251,366 CHF | 42,394 CHF | 99.17% | 99.17% |
11/07/2024 | 1.25% | 0.84 CHF | 0.85 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 239,001 CHF | 40,334 CHF | 99.16% | 99.16% |
10/07/2024 | 1.24% | 0.83 CHF | 0.84 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 241,150 CHF | 40,692 CHF | 99.16% | 99.16% |
09/07/2024 | 1.21% | 0.76 CHF | 0.77 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 246,960 CHF | 41,660 CHF | 99.17% | 99.17% |
08/07/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 252,067 CHF | 42,511 CHF | 99.15% | 99.15% |
05/07/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 259,014 CHF | 43,669 CHF | 99.16% | 99.16% |
04/07/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 240,438 CHF | 40,573 CHF | 99.17% | 99.17% |
03/07/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 219,314 CHF | 37,052 CHF | 99.17% | 99.17% |
02/07/2024 | 1.48% | 0.72 CHF | 0.73 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 201,283 CHF | 34,047 CHF | 99.16% | 99.16% |