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 | 1.86% | 0.51 CHF | 0.52 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 266,077 CHF | 54,215 CHF | 99.27% | 99.27% |
12/07/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 282,817 CHF | 57,563 CHF | 99.27% | 99.27% |
11/07/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 289,420 CHF | 58,884 CHF | 99.27% | 99.27% |
10/07/2024 | 1.81% | 0.58 CHF | 0.59 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 273,589 CHF | 55,718 CHF | 99.27% | 99.27% |
09/07/2024 | 1.72% | 0.54 CHF | 0.55 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 288,357 CHF | 58,671 CHF | 99.27% | 99.27% |
08/07/2024 | 1.68% | 0.61 CHF | 0.62 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 294,842 CHF | 59,968 CHF | 99.25% | 99.25% |
05/07/2024 | 1.59% | 0.60 CHF | 0.61 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 313,016 CHF | 63,603 CHF | 99.27% | 99.27% |
04/07/2024 | 1.89% | 0.51 CHF | 0.52 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 261,709 CHF | 53,342 CHF | 99.27% | 99.27% |
03/07/2024 | 1.98% | 0.52 CHF | 0.53 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 250,247 CHF | 51,049 CHF | 99.27% | 99.27% |
02/07/2024 | 2.19% | 0.46 CHF | 0.47 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 225,994 CHF | 46,199 CHF | 99.27% | 99.27% |