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 | 1.48% | 0.66 CHF | 0.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 402,184 CHF | 136,061 CHF | 99.14% | 99.14% |
12/07/2024 | 1.55% | 0.70 CHF | 0.71 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 385,719 CHF | 130,573 CHF | 99.16% | 99.16% |
11/07/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 388,094 CHF | 131,365 CHF | 98.92% | 98.92% |
10/07/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 378,807 CHF | 128,269 CHF | 98.77% | 98.77% |
09/07/2024 | 1.56% | 0.60 CHF | 0.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 383,005 CHF | 129,668 CHF | 98.95% | 98.95% |
08/07/2024 | 1.46% | 0.66 CHF | 0.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 409,133 CHF | 138,378 CHF | 98.88% | 98.88% |
05/07/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 407,986 CHF | 137,995 CHF | 98.83% | 98.83% |
04/07/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 364,716 CHF | 123,572 CHF | 98.90% | 98.90% |
03/07/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 355,682 CHF | 120,561 CHF | 98.85% | 98.85% |
02/07/2024 | 1.79% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 332,035 CHF | 112,678 CHF | 98.83% | 98.83% |