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 | 1.31% | 0.75 CHF | 0.76 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 453,529 CHF | 153,176 CHF | 98.67% | 98.67% |
12/07/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 431,663 CHF | 145,888 CHF | 98.83% | 98.83% |
11/07/2024 | 1.33% | 0.73 CHF | 0.74 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 447,859 CHF | 151,286 CHF | 98.86% | 98.86% |
10/07/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 444,762 CHF | 150,254 CHF | 98.74% | 98.74% |
09/07/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 443,279 CHF | 149,760 CHF | 98.79% | 98.79% |
08/07/2024 | 1.39% | 0.70 CHF | 0.71 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 428,513 CHF | 144,838 CHF | 98.74% | 98.74% |
05/07/2024 | 1.54% | 0.68 CHF | 0.69 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 388,092 CHF | 131,364 CHF | 98.77% | 98.77% |
04/07/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 388,741 CHF | 131,580 CHF | 98.74% | 98.74% |
03/07/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 376,332 CHF | 127,444 CHF | 98.83% | 98.83% |
02/07/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 433,818 CHF | 146,606 CHF | 98.71% | 98.71% |