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% | 0.60 CHF | 0.61 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 270,282 CHF | 61,063 CHF | 99.27% | 99.27% |
12/07/2024 | 1.66% | 0.62 CHF | 0.63 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 268,220 CHF | 60,604 CHF | 99.27% | 99.27% |
11/07/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 277,762 CHF | 62,725 CHF | 99.26% | 99.26% |
10/07/2024 | 1.65% | 0.60 CHF | 0.61 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 271,071 CHF | 61,238 CHF | 99.27% | 99.27% |
09/07/2024 | 1.67% | 0.61 CHF | 0.62 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 267,641 CHF | 60,476 CHF | 99.27% | 99.27% |
08/07/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 249,489 CHF | 56,442 CHF | 99.24% | 99.24% |
05/07/2024 | 1.67% | 0.57 CHF | 0.58 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 267,452 CHF | 60,434 CHF | 99.27% | 99.27% |
04/07/2024 | 1.60% | 0.63 CHF | 0.64 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 279,212 CHF | 63,047 CHF | 99.27% | 99.27% |
03/07/2024 | 1.67% | 0.60 CHF | 0.61 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 267,253 CHF | 60,390 CHF | 99.27% | 99.27% |
02/07/2024 | 1.68% | 0.62 CHF | 0.63 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 265,034 CHF | 59,896 CHF | 99.27% | 99.27% |