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 | 1.14% | 0.87 CHF | 0.88 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 522,742 CHF | 44,062 CHF | 99.17% | 99.17% |
12/07/2024 | 1.12% | 0.86 CHF | 0.87 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 530,459 CHF | 44,705 CHF | 99.17% | 99.17% |
11/07/2024 | 1.14% | 0.85 CHF | 0.86 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 521,919 CHF | 43,993 CHF | 99.17% | 99.17% |
10/07/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 505,441 CHF | 42,620 CHF | 99.17% | 99.17% |
09/07/2024 | 1.29% | 0.75 CHF | 0.76 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 462,806 CHF | 39,067 CHF | 99.17% | 99.17% |
08/07/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 445,235 CHF | 37,603 CHF | 99.16% | 99.16% |
05/07/2024 | 1.35% | 0.72 CHF | 0.73 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 441,031 CHF | 37,253 CHF | 99.16% | 99.16% |
04/07/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 433,663 CHF | 36,639 CHF | 99.16% | 99.16% |
03/07/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 416,088 CHF | 35,174 CHF | 99.17% | 99.17% |
02/07/2024 | 1.45% | 0.67 CHF | 0.68 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 412,248 CHF | 34,854 CHF | 99.15% | 99.15% |