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% | 0.55 CHF | 0.56 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 430,814 CHF | 116,884 CHF | 99.38% | 99.38% |
12/07/2024 | 1.82% | 0.57 CHF | 0.58 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 409,280 CHF | 111,141 CHF | 99.38% | 99.38% |
11/07/2024 | 1.91% | 0.55 CHF | 0.56 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 390,253 CHF | 106,067 CHF | 99.38% | 99.38% |
10/07/2024 | 2.01% | 0.49 CHF | 0.50 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 368,945 CHF | 100,385 CHF | 99.37% | 99.37% |
09/07/2024 | 1.96% | 0.49 CHF | 0.50 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 379,855 CHF | 103,295 CHF | 99.38% | 99.38% |
08/07/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 374,118 CHF | 101,765 CHF | 99.38% | 99.38% |
05/07/2024 | 1.85% | 0.52 CHF | 0.53 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 402,736 CHF | 109,396 CHF | 99.38% | 99.38% |
04/07/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 388,456 CHF | 105,588 CHF | 98.59% | 98.59% |
03/07/2024 | 1.99% | 0.51 CHF | 0.52 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 373,391 CHF | 101,571 CHF | 99.37% | 99.37% |
02/07/2024 | 2.19% | 0.47 CHF | 0.48 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 338,263 CHF | 92,203 CHF | 99.38% | 99.38% |