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 | 1.71% | 0.58 CHF | 0.59 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 261,239 CHF | 59,053 CHF | 99.27% | 99.27% |
12/07/2024 | 1.72% | 0.59 CHF | 0.60 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 259,685 CHF | 58,708 CHF | 99.27% | 99.27% |
11/07/2024 | 1.66% | 0.60 CHF | 0.61 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 268,155 CHF | 60,590 CHF | 99.27% | 99.27% |
10/07/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 262,000 CHF | 59,222 CHF | 99.27% | 99.27% |
09/07/2024 | 1.73% | 0.59 CHF | 0.60 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 259,327 CHF | 58,628 CHF | 99.27% | 99.27% |
08/07/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 241,681 CHF | 54,707 CHF | 99.25% | 99.25% |
05/07/2024 | 1.73% | 0.55 CHF | 0.56 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 258,336 CHF | 58,408 CHF | 99.27% | 99.27% |
04/07/2024 | 1.66% | 0.61 CHF | 0.62 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 269,405 CHF | 60,868 CHF | 99.27% | 99.27% |
03/07/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 258,493 CHF | 58,443 CHF | 99.27% | 99.27% |
02/07/2024 | 1.75% | 0.60 CHF | 0.61 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 255,625 CHF | 57,806 CHF | 99.27% | 99.27% |