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 | 1.76% | 0.57 CHF | 0.58 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 253,384 CHF | 57,307 CHF | 99.27% | 99.27% |
12/07/2024 | 1.77% | 0.58 CHF | 0.59 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 251,694 CHF | 56,932 CHF | 99.27% | 99.27% |
11/07/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 262,160 CHF | 59,258 CHF | 99.26% | 99.26% |
10/07/2024 | 1.75% | 0.56 CHF | 0.57 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 254,373 CHF | 57,527 CHF | 99.27% | 99.27% |
09/07/2024 | 1.78% | 0.57 CHF | 0.58 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 251,444 CHF | 56,876 CHF | 99.27% | 99.27% |
08/07/2024 | 1.89% | 0.51 CHF | 0.52 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 235,598 CHF | 53,355 CHF | 99.25% | 99.25% |
05/07/2024 | 1.75% | 0.54 CHF | 0.55 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 255,618 CHF | 57,804 CHF | 99.27% | 99.27% |
04/07/2024 | 1.67% | 0.60 CHF | 0.61 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 267,211 CHF | 60,380 CHF | 99.27% | 99.27% |
03/07/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 255,529 CHF | 57,784 CHF | 99.27% | 99.27% |
02/07/2024 | 1.76% | 0.60 CHF | 0.61 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 253,220 CHF | 57,271 CHF | 99.27% | 99.27% |