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 | 1.17% | 0.81 CHF | 0.82 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 255,924 CHF | 43,154 CHF | 99.17% | 99.17% |
12/07/2024 | 1.19% | 0.87 CHF | 0.88 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 249,889 CHF | 42,148 CHF | 99.17% | 99.17% |
11/07/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 242,961 CHF | 40,993 CHF | 99.16% | 99.16% |
10/07/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 238,513 CHF | 40,252 CHF | 99.17% | 99.17% |
09/07/2024 | 1.30% | 0.74 CHF | 0.75 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 228,975 CHF | 38,663 CHF | 99.17% | 99.17% |
08/07/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 236,565 CHF | 39,928 CHF | 99.16% | 99.16% |
05/07/2024 | 1.23% | 0.77 CHF | 0.78 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 243,318 CHF | 41,053 CHF | 99.15% | 99.15% |
04/07/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 241,975 CHF | 40,829 CHF | 99.17% | 99.17% |
03/07/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 235,080 CHF | 39,680 CHF | 99.15% | 99.15% |
02/07/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 309,972 CHF | 34,941 CHF | 99.16% | 99.16% |