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 | 1.95% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 304,744 CHF | 103,581 CHF | 99.27% | 99.27% |
12/07/2024 | 1.92% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 309,480 CHF | 105,160 CHF | 99.27% | 99.27% |
11/07/2024 | 2.04% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 291,364 CHF | 99,121 CHF | 99.27% | 99.27% |
10/07/2024 | 2.11% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 281,289 CHF | 95,763 CHF | 99.27% | 99.27% |
09/07/2024 | 2.09% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 284,145 CHF | 96,715 CHF | 99.27% | 99.27% |
08/07/2024 | 2.31% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 256,962 CHF | 87,654 CHF | 99.24% | 99.24% |
05/07/2024 | 2.42% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 245,549 CHF | 83,850 CHF | 99.27% | 99.27% |
04/07/2024 | 2.13% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 278,521 CHF | 94,840 CHF | 99.27% | 99.27% |
03/07/2024 | 2.11% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 282,054 CHF | 96,018 CHF | 99.27% | 99.27% |
02/07/2024 | 2.05% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 289,109 CHF | 98,370 CHF | 99.27% | 99.27% |