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 | 1.73% | 0.58 CHF | 0.59 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 516,586 CHF | 175,195 CHF | 99.46% | 99.46% |
12/07/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 510,378 CHF | 173,126 CHF | 99.55% | 99.55% |
11/07/2024 | 1.55% | 0.60 CHF | 0.61 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 575,818 CHF | 194,939 CHF | 99.31% | 99.31% |
10/07/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 595,423 CHF | 201,474 CHF | 99.43% | 99.43% |
09/07/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 605,831 CHF | 204,944 CHF | 86.62% | 86.62% |
08/07/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 599,031 CHF | 202,677 CHF | 99.45% | 99.45% |
05/07/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 598,898 CHF | 202,633 CHF | 99.40% | 99.40% |
04/07/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 601,036 CHF | 203,345 CHF | 99.57% | 99.57% |
03/07/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 624,146 CHF | 211,049 CHF | 99.43% | 99.43% |
02/07/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 635,573 CHF | 214,858 CHF | 99.55% | 99.55% |