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 | 1.74% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 171,470 CHF | 58,157 CHF | 99.27% | 99.27% |
12/07/2024 | 1.71% | 0.63 CHF | 0.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 173,803 CHF | 58,934 CHF | 99.27% | 99.27% |
11/07/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 169,924 CHF | 57,642 CHF | 99.27% | 99.27% |
10/07/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 163,808 CHF | 55,603 CHF | 99.27% | 99.27% |
09/07/2024 | 1.82% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 163,148 CHF | 55,383 CHF | 99.27% | 99.27% |
08/07/2024 | 1.81% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 164,710 CHF | 55,903 CHF | 99.21% | 99.21% |
05/07/2024 | 1.79% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 166,111 CHF | 56,370 CHF | 99.27% | 99.27% |
04/07/2024 | 1.76% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 169,421 CHF | 57,474 CHF | 99.27% | 99.27% |
03/07/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 172,085 CHF | 58,362 CHF | 99.27% | 99.27% |
02/07/2024 | 1.85% | 0.56 CHF | 0.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 161,133 CHF | 54,711 CHF | 99.26% | 99.26% |