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 | 1.48% | 0.67 CHF | 0.68 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 402,766 CHF | 34,064 CHF | 99.17% | 99.17% |
12/07/2024 | 1.45% | 0.66 CHF | 0.67 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 410,459 CHF | 34,705 CHF | 99.17% | 99.17% |
11/07/2024 | 1.48% | 0.65 CHF | 0.66 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 401,919 CHF | 33,993 CHF | 99.17% | 99.17% |
10/07/2024 | 1.54% | 0.66 CHF | 0.67 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 385,441 CHF | 32,620 CHF | 99.16% | 99.16% |
09/07/2024 | 1.74% | 0.55 CHF | 0.56 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 342,806 CHF | 29,067 CHF | 99.17% | 99.17% |
08/07/2024 | 1.83% | 0.53 CHF | 0.54 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 325,235 CHF | 27,603 CHF | 99.15% | 99.15% |
05/07/2024 | 1.85% | 0.52 CHF | 0.53 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 321,031 CHF | 27,253 CHF | 99.16% | 99.16% |
04/07/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 313,663 CHF | 26,639 CHF | 99.16% | 99.16% |
03/07/2024 | 2.01% | 0.50 CHF | 0.51 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 296,088 CHF | 25,174 CHF | 99.17% | 99.17% |
02/07/2024 | 2.03% | 0.47 CHF | 0.48 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 292,248 CHF | 24,854 CHF | 99.16% | 99.16% |