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 | 1.31% | 0.77 CHF | 0.78 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 456,603 CHF | 154,201 CHF | 98.82% | 98.82% |
12/07/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 471,085 CHF | 159,028 CHF | 98.80% | 98.80% |
11/07/2024 | 1.15% | 0.85 CHF | 0.86 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 519,636 CHF | 175,212 CHF | 99.30% | 99.30% |
10/07/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 525,800 CHF | 177,267 CHF | 98.44% | 98.44% |
09/07/2024 | 1.17% | 0.88 CHF | 0.89 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 511,397 CHF | 172,466 CHF | 97.73% | 97.73% |
08/07/2024 | 1.24% | 0.82 CHF | 0.83 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 482,182 CHF | 162,727 CHF | 97.51% | 97.51% |
05/07/2024 | 1.28% | 0.80 CHF | 0.81 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 465,279 CHF | 157,093 CHF | 98.29% | 98.29% |
04/07/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 463,521 CHF | 156,507 CHF | 94.22% | 94.22% |
03/07/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 466,548 CHF | 157,516 CHF | 99.38% | 99.38% |
02/07/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 492,780 CHF | 166,260 CHF | 98.93% | 98.93% |