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 | 1.51% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 295,741 CHF | 100,080 CHF | 98.75% | 98.75% |
12/07/2024 | 1.43% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 312,507 CHF | 105,669 CHF | 98.81% | 98.81% |
11/07/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 310,166 CHF | 104,889 CHF | 98.83% | 98.83% |
10/07/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 318,695 CHF | 107,732 CHF | 98.76% | 98.76% |
09/07/2024 | 1.42% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 314,672 CHF | 106,391 CHF | 98.77% | 98.77% |
08/07/2024 | 1.55% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 288,961 CHF | 97,821 CHF | 98.80% | 98.80% |
05/07/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 291,784 CHF | 98,761 CHF | 98.73% | 98.73% |
04/07/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 333,973 CHF | 112,824 CHF | 98.75% | 98.75% |
03/07/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 343,719 CHF | 116,073 CHF | 98.82% | 98.82% |
02/07/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 366,453 CHF | 123,651 CHF | 98.72% | 98.72% |