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 | 1.76% | 0.57 CHF | 0.58 CHF | 750,000 | 250,000 | 795,145 | 265,048 | 446,376 CHF | 151,442 CHF | 99.47% | 99.47% |
12/07/2024 | 1.80% | 0.57 CHF | 0.58 CHF | 900,000 | 300,000 | 783,309 | 261,103 | 430,068 CHF | 145,967 CHF | 99.44% | 99.44% |
11/07/2024 | 1.58% | 0.59 CHF | 0.60 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 471,154 CHF | 159,551 CHF | 99.23% | 99.23% |
10/07/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 489,314 CHF | 165,605 CHF | 99.43% | 99.43% |
09/07/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 498,366 CHF | 168,622 CHF | 86.58% | 86.58% |
08/07/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 492,479 CHF | 166,660 CHF | 99.46% | 99.46% |
05/07/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 491,549 CHF | 166,350 CHF | 99.35% | 99.35% |
04/07/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 492,996 CHF | 166,832 CHF | 99.57% | 99.57% |
03/07/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 513,641 CHF | 173,714 CHF | 99.42% | 99.42% |
02/07/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 526,636 CHF | 178,045 CHF | 99.55% | 99.55% |