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 | 1.88% | 0.50 CHF | 0.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 158,649 CHF | 53,883 CHF | 99.27% | 99.27% |
12/07/2024 | 1.84% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 161,436 CHF | 54,812 CHF | 99.27% | 99.27% |
11/07/2024 | 1.89% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 157,233 CHF | 53,411 CHF | 99.27% | 99.27% |
10/07/2024 | 1.97% | 0.50 CHF | 0.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 150,841 CHF | 51,280 CHF | 99.27% | 99.27% |
09/07/2024 | 1.97% | 0.50 CHF | 0.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 150,912 CHF | 51,304 CHF | 99.27% | 99.27% |
08/07/2024 | 1.94% | 0.50 CHF | 0.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 152,767 CHF | 51,922 CHF | 99.21% | 99.21% |
05/07/2024 | 1.92% | 0.50 CHF | 0.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 155,076 CHF | 52,692 CHF | 99.27% | 99.27% |
04/07/2024 | 1.87% | 0.51 CHF | 0.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 159,293 CHF | 54,098 CHF | 99.27% | 99.27% |
03/07/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 162,533 CHF | 55,178 CHF | 99.27% | 99.27% |
02/07/2024 | 1.97% | 0.53 CHF | 0.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 150,577 CHF | 51,192 CHF | 99.27% | 99.27% |