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 | 1.58% | 0.61 CHF | 0.62 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 93,972 CHF | 31,824 CHF | 99.38% | 99.38% |
12/07/2024 | 1.60% | 0.64 CHF | 0.65 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 92,863 CHF | 31,454 CHF | 99.38% | 99.38% |
11/07/2024 | 1.64% | 0.62 CHF | 0.63 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 90,836 CHF | 30,779 CHF | 99.37% | 99.37% |
10/07/2024 | 1.62% | 0.60 CHF | 0.61 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 91,921 CHF | 31,140 CHF | 99.37% | 99.37% |
09/07/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 94,618 CHF | 32,039 CHF | 99.37% | 99.37% |
08/07/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 91,888 CHF | 31,130 CHF | 99.38% | 99.38% |
05/07/2024 | 1.74% | 0.56 CHF | 0.57 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 85,248 CHF | 28,916 CHF | 99.38% | 99.38% |
04/07/2024 | 1.70% | 0.57 CHF | 0.58 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 87,547 CHF | 29,682 CHF | 98.59% | 98.59% |
03/07/2024 | 1.66% | 0.60 CHF | 0.61 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 89,593 CHF | 30,364 CHF | 99.38% | 99.38% |
02/07/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 87,889 CHF | 29,796 CHF | 99.37% | 99.37% |