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 | 1.35% | 0.73 CHF | 0.74 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 366,764 CHF | 74,353 CHF | 99.27% | 99.27% |
12/07/2024 | 1.81% | 0.54 CHF | 0.55 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 274,303 CHF | 55,861 CHF | 99.27% | 99.27% |
11/07/2024 | 1.75% | 0.56 CHF | 0.57 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 282,643 CHF | 57,529 CHF | 99.27% | 99.27% |
10/07/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 294,541 CHF | 59,908 CHF | 99.27% | 99.27% |
09/07/2024 | 1.73% | 0.59 CHF | 0.60 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 286,539 CHF | 58,308 CHF | 99.27% | 99.27% |
08/07/2024 | 1.77% | 0.57 CHF | 0.58 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 280,774 CHF | 57,155 CHF | 99.25% | 99.25% |
05/07/2024 | 1.85% | 0.57 CHF | 0.58 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 267,738 CHF | 54,548 CHF | 99.27% | 99.27% |
04/07/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 277,027 CHF | 56,405 CHF | 99.27% | 99.27% |
03/07/2024 | 1.74% | 0.56 CHF | 0.57 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 284,202 CHF | 57,841 CHF | 99.27% | 99.27% |
02/07/2024 | 1.67% | 0.58 CHF | 0.59 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 296,714 CHF | 60,343 CHF | 99.27% | 99.27% |