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 | 1.46% | 0.68 CHF | 0.69 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 169,805 CHF | 51,692 CHF | 97.46% | 97.46% |
12/07/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 173,013 CHF | 52,654 CHF | 99.42% | 99.42% |
11/07/2024 | 1.55% | 0.66 CHF | 0.67 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 160,166 CHF | 48,800 CHF | 99.23% | 99.23% |
10/07/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 142,941 CHF | 43,632 CHF | 98.31% | 98.31% |
09/07/2024 | 1.68% | 0.55 CHF | 0.56 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 147,390 CHF | 44,967 CHF | 97.74% | 97.74% |
08/07/2024 | 1.55% | 0.62 CHF | 0.63 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 160,266 CHF | 48,830 CHF | 97.87% | 97.87% |
05/07/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 159,641 CHF | 48,642 CHF | 98.87% | 98.87% |
04/07/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 161,225 CHF | 49,118 CHF | 99.41% | 99.41% |
03/07/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 153,432 CHF | 46,780 CHF | 97.58% | 97.58% |
02/07/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 156,987 CHF | 47,846 CHF | 97.69% | 97.69% |