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 | 1.63% | 0.59 CHF | 0.60 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 456,726 CHF | 154,742 CHF | 99.27% | 99.27% |
12/07/2024 | 1.60% | 0.63 CHF | 0.64 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 463,981 CHF | 157,160 CHF | 99.27% | 99.27% |
11/07/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 477,013 CHF | 161,504 CHF | 99.27% | 99.27% |
10/07/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 457,396 CHF | 154,965 CHF | 99.27% | 99.27% |
09/07/2024 | 1.69% | 0.57 CHF | 0.58 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 440,185 CHF | 149,228 CHF | 99.27% | 99.27% |
08/07/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 456,290 CHF | 154,597 CHF | 99.24% | 99.24% |
05/07/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 445,997 CHF | 151,166 CHF | 99.27% | 99.27% |
04/07/2024 | 1.72% | 0.59 CHF | 0.60 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 431,359 CHF | 146,286 CHF | 99.27% | 99.27% |
03/07/2024 | 1.88% | 0.55 CHF | 0.56 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 395,894 CHF | 134,465 CHF | 99.27% | 99.27% |
02/07/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 403,790 CHF | 137,097 CHF | 99.27% | 99.27% |