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 | 1.68% | 0.58 CHF | 0.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 176,820 CHF | 59,940 CHF | 99.17% | 99.17% |
12/07/2024 | 1.84% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 242,739 CHF | 82,413 CHF | 99.17% | 99.17% |
11/07/2024 | 1.74% | 0.56 CHF | 0.57 CHF | 300,000 | 100,000 | 327,472 | 109,157 | 185,796 CHF | 63,024 CHF | 99.16% | 99.16% |
10/07/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 176,716 CHF | 59,905 CHF | 99.16% | 99.16% |
09/07/2024 | 1.77% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 415,651 | 138,550 | 232,230 CHF | 78,796 CHF | 99.17% | 99.17% |
08/07/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 300,000 | 100,000 | 388,723 | 129,574 | 217,716 CHF | 73,868 CHF | 99.16% | 99.16% |
05/07/2024 | 1.71% | 0.57 CHF | 0.58 CHF | 300,000 | 100,000 | 314,262 | 104,754 | 181,624 CHF | 61,589 CHF | 99.15% | 99.15% |
04/07/2024 | 1.72% | 0.58 CHF | 0.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 173,054 CHF | 58,685 CHF | 99.17% | 99.17% |
03/07/2024 | 1.85% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 449,642 | 149,881 | 240,981 CHF | 81,826 CHF | 99.15% | 99.15% |
02/07/2024 | 2.15% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 207,666 CHF | 70,722 CHF | 99.17% | 99.17% |