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 | 1.59% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 280,633 CHF | 95,044 CHF | 98.28% | 98.28% |
12/07/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 321,686 CHF | 108,729 CHF | 95.40% | 95.40% |
11/07/2024 | 1.49% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 300,735 CHF | 101,745 CHF | 98.57% | 98.57% |
10/07/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 282,060 CHF | 95,520 CHF | 98.44% | 98.44% |
09/07/2024 | 1.58% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 283,637 CHF | 96,046 CHF | 98.66% | 98.66% |
08/07/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 291,146 CHF | 98,549 CHF | 96.52% | 96.52% |
05/07/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 299,582 CHF | 101,361 CHF | 95.67% | 95.67% |
04/07/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 276,196 CHF | 93,565 CHF | 95.24% | 95.24% |
03/07/2024 | 1.79% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 249,637 CHF | 84,712 CHF | 98.21% | 98.21% |
02/07/2024 | 1.76% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 253,254 CHF | 85,918 CHF | 98.18% | 98.18% |