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 | 1.66% | 0.57 CHF | 0.58 CHF | 900,000 | 300,000 | 901,007 | 301,007 | 538,315 CHF | 182,808 CHF | 97.27% | 97.27% |
12/07/2024 | 1.57% | 0.61 CHF | 0.62 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 568,443 CHF | 192,481 CHF | 99.35% | 99.35% |
11/07/2024 | 1.75% | 0.59 CHF | 0.60 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 508,898 CHF | 172,633 CHF | 98.96% | 98.96% |
10/07/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 476,238 CHF | 161,746 CHF | 99.26% | 99.26% |
09/07/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 477,965 CHF | 162,322 CHF | 98.98% | 98.98% |
08/07/2024 | 1.80% | 0.53 CHF | 0.54 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 495,674 CHF | 168,225 CHF | 99.42% | 99.42% |
05/07/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 481,826 CHF | 163,609 CHF | 99.42% | 99.42% |
04/07/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 476,984 CHF | 161,995 CHF | 99.53% | 99.53% |
03/07/2024 | 1.80% | 0.52 CHF | 0.53 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 494,563 CHF | 167,854 CHF | 97.76% | 97.76% |
02/07/2024 | 1.89% | 0.51 CHF | 0.52 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 470,699 CHF | 159,900 CHF | 99.06% | 99.06% |