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 | 1.67% | 0.59 CHF | 0.60 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 148,416 CHF | 30,183 CHF | 95.92% | 95.92% |
12/07/2024 | 1.77% | 0.57 CHF | 0.58 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 140,083 CHF | 28,517 CHF | 99.38% | 99.38% |
11/07/2024 | 1.87% | 0.54 CHF | 0.55 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 132,537 CHF | 27,007 CHF | 99.37% | 99.37% |
10/07/2024 | 1.84% | 0.53 CHF | 0.54 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 134,706 CHF | 27,441 CHF | 99.37% | 99.37% |
09/07/2024 | 1.77% | 0.54 CHF | 0.55 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 139,667 CHF | 28,434 CHF | 99.38% | 99.38% |
08/07/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 147,601 CHF | 30,020 CHF | 99.38% | 99.38% |
05/07/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 140,669 CHF | 28,634 CHF | 99.38% | 99.38% |
04/07/2024 | 1.80% | 0.56 CHF | 0.57 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 137,543 CHF | 28,009 CHF | 98.59% | 98.59% |
03/07/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 135,846 CHF | 27,669 CHF | 99.37% | 99.37% |
02/07/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 141,572 CHF | 28,814 CHF | 99.38% | 99.38% |