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 | 1.89% | 0.50 CHF | 0.51 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 393,304 CHF | 80,161 CHF | 99.38% | 99.38% |
12/07/2024 | 2.00% | 0.52 CHF | 0.53 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 371,780 CHF | 75,856 CHF | 99.38% | 99.38% |
11/07/2024 | 2.11% | 0.50 CHF | 0.51 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 352,533 CHF | 72,007 CHF | 99.37% | 99.37% |
10/07/2024 | 2.24% | 0.44 CHF | 0.45 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 331,344 CHF | 67,769 CHF | 99.37% | 99.37% |
09/07/2024 | 2.18% | 0.44 CHF | 0.45 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 340,036 CHF | 69,507 CHF | 99.38% | 99.38% |
08/07/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 335,792 CHF | 68,659 CHF | 99.38% | 99.38% |
05/07/2024 | 2.03% | 0.47 CHF | 0.48 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 365,208 CHF | 74,542 CHF | 99.37% | 99.37% |
04/07/2024 | 2.12% | 0.47 CHF | 0.48 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 350,215 CHF | 71,543 CHF | 98.59% | 98.59% |
03/07/2024 | 2.21% | 0.46 CHF | 0.47 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 335,891 CHF | 68,678 CHF | 99.37% | 99.37% |
02/07/2024 | 2.47% | 0.42 CHF | 0.43 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 299,699 CHF | 61,440 CHF | 99.38% | 99.38% |