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 | 1.73% | 0.55 CHF | 0.56 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 257,278 CHF | 58,173 CHF | 99.17% | 99.17% |
12/07/2024 | 1.75% | 0.60 CHF | 0.61 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 255,700 CHF | 57,822 CHF | 99.17% | 99.17% |
11/07/2024 | 1.85% | 0.56 CHF | 0.57 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 240,858 CHF | 54,524 CHF | 99.17% | 99.17% |
10/07/2024 | 1.92% | 0.51 CHF | 0.52 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 231,915 CHF | 52,537 CHF | 99.16% | 99.16% |
09/07/2024 | 1.99% | 0.49 CHF | 0.50 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 223,781 CHF | 50,729 CHF | 99.17% | 99.17% |
08/07/2024 | 2.08% | 0.49 CHF | 0.50 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 213,792 CHF | 48,509 CHF | 99.16% | 99.16% |
05/07/2024 | 2.06% | 0.45 CHF | 0.46 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 216,646 CHF | 49,144 CHF | 99.16% | 99.16% |
04/07/2024 | 2.14% | 0.47 CHF | 0.48 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 208,087 CHF | 47,242 CHF | 99.16% | 99.16% |
03/07/2024 | 2.24% | 0.44 CHF | 0.45 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 198,937 CHF | 45,208 CHF | 99.17% | 99.17% |
02/07/2024 | 2.26% | 0.46 CHF | 0.47 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 196,727 CHF | 44,717 CHF | 94.21% | 94.21% |