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% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 256,637 CHF | 87,046 CHF | 99.27% | 99.27% |
12/07/2024 | 1.69% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 263,700 CHF | 89,400 CHF | 99.27% | 99.27% |
11/07/2024 | 1.77% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 252,163 CHF | 85,555 CHF | 99.27% | 99.27% |
10/07/2024 | 1.67% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 267,581 CHF | 90,694 CHF | 99.27% | 99.27% |
09/07/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 279,788 CHF | 94,763 CHF | 99.27% | 99.27% |
08/07/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 276,240 CHF | 93,580 CHF | 99.21% | 99.21% |
05/07/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 280,822 CHF | 95,107 CHF | 99.26% | 99.26% |
04/07/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 277,806 CHF | 94,102 CHF | 99.27% | 99.27% |
03/07/2024 | 1.66% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 269,520 CHF | 91,340 CHF | 99.27% | 99.27% |
02/07/2024 | 1.70% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 262,942 CHF | 89,147 CHF | 99.27% | 99.27% |