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 | 1.16% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 386,194 CHF | 130,231 CHF | 93.42% | 93.42% |
12/07/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 386,017 CHF | 130,172 CHF | 95.36% | 95.36% |
11/07/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 395,487 CHF | 133,329 CHF | 97.74% | 97.74% |
10/07/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 408,207 CHF | 137,569 CHF | 98.60% | 98.60% |
09/07/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 400,572 CHF | 135,024 CHF | 97.48% | 97.48% |
08/07/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 395,773 CHF | 133,424 CHF | 96.10% | 96.10% |
05/07/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 388,390 CHF | 130,963 CHF | 97.97% | 97.97% |
04/07/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 390,670 CHF | 131,723 CHF | 97.65% | 97.65% |
03/07/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 397,349 CHF | 133,950 CHF | 97.39% | 97.39% |
02/07/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 413,237 CHF | 139,246 CHF | 96.84% | 96.84% |