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 | 1.28% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 348,478 CHF | 117,659 CHF | 98.47% | 98.47% |
12/07/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 348,360 CHF | 117,620 CHF | 99.06% | 99.06% |
11/07/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 339,046 CHF | 114,515 CHF | 97.30% | 97.30% |
10/07/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 326,809 CHF | 110,436 CHF | 98.92% | 98.92% |
09/07/2024 | 1.38% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 323,000 CHF | 109,167 CHF | 99.10% | 99.10% |
08/07/2024 | 1.25% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 356,794 CHF | 120,431 CHF | 98.81% | 98.81% |
05/07/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 350,194 CHF | 118,231 CHF | 99.02% | 99.02% |
04/07/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 352,373 CHF | 118,958 CHF | 99.41% | 99.41% |
03/07/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 330,797 CHF | 111,766 CHF | 99.41% | 99.41% |
02/07/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 303,802 CHF | 102,767 CHF | 98.86% | 98.86% |