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 | 1.27% | 0.79 CHF | 0.80 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 586,942 CHF | 198,147 CHF | 99.53% | 99.53% |
12/07/2024 | 1.29% | 0.79 CHF | 0.80 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 578,440 CHF | 195,313 CHF | 99.48% | 99.48% |
11/07/2024 | 1.17% | 0.81 CHF | 0.82 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 639,319 CHF | 215,606 CHF | 99.41% | 99.41% |
10/07/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 658,523 CHF | 222,008 CHF | 99.48% | 99.48% |
09/07/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 666,997 CHF | 224,832 CHF | 86.58% | 86.58% |
08/07/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 659,614 CHF | 222,371 CHF | 99.51% | 99.51% |
05/07/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 659,619 CHF | 222,373 CHF | 99.37% | 99.37% |
04/07/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 662,102 CHF | 223,201 CHF | 99.57% | 99.57% |
03/07/2024 | 1.09% | 0.90 CHF | 0.91 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 683,371 CHF | 230,290 CHF | 99.48% | 99.48% |
02/07/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 695,831 CHF | 234,444 CHF | 99.53% | 99.53% |