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 | 1.65% | 0.61 CHF | 0.62 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 301,328 CHF | 61,266 CHF | 99.27% | 99.27% |
12/07/2024 | 1.69% | 0.58 CHF | 0.59 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 293,705 CHF | 59,741 CHF | 99.27% | 99.27% |
11/07/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 290,107 CHF | 59,021 CHF | 99.27% | 99.27% |
10/07/2024 | 1.66% | 0.58 CHF | 0.59 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 298,249 CHF | 60,650 CHF | 99.27% | 99.27% |
09/07/2024 | 1.71% | 0.60 CHF | 0.61 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 290,726 CHF | 59,145 CHF | 99.27% | 99.27% |
08/07/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 288,250 CHF | 58,650 CHF | 99.25% | 99.25% |
05/07/2024 | 1.78% | 0.57 CHF | 0.58 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 278,935 CHF | 56,787 CHF | 99.27% | 99.27% |
04/07/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 305,199 CHF | 62,040 CHF | 99.27% | 99.27% |
03/07/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 310,877 CHF | 63,175 CHF | 99.27% | 99.27% |
02/07/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 322,813 CHF | 65,563 CHF | 99.27% | 99.27% |