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% | 0.95 CHF | 0.96 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 558,840 CHF | 188,280 CHF | 97.93% | 97.93% |
12/07/2024 | 1.16% | 0.89 CHF | 0.90 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 513,178 CHF | 173,059 CHF | 99.03% | 99.03% |
11/07/2024 | 1.28% | 0.82 CHF | 0.83 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 464,904 CHF | 156,968 CHF | 97.27% | 97.27% |
10/07/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 453,819 CHF | 153,273 CHF | 89.28% | 89.28% |
09/07/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 462,195 CHF | 156,065 CHF | 99.32% | 99.32% |
08/07/2024 | 1.30% | 0.78 CHF | 0.79 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 458,923 CHF | 154,974 CHF | 97.54% | 97.54% |
05/07/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 463,885 CHF | 156,628 CHF | 96.72% | 96.72% |
04/07/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 467,832 CHF | 157,944 CHF | 99.37% | 99.37% |
03/07/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 477,768 CHF | 161,256 CHF | 97.65% | 97.65% |
02/07/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 466,787 CHF | 157,596 CHF | 94.50% | 94.50% |