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 | 1.09% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 411,615 CHF | 138,705 CHF | 98.46% | 98.46% |
12/07/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 411,660 CHF | 138,720 CHF | 99.05% | 99.05% |
11/07/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 420,271 CHF | 141,590 CHF | 97.31% | 97.31% |
10/07/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 431,106 CHF | 145,202 CHF | 98.93% | 98.93% |
09/07/2024 | 1.03% | 0.99 CHF | 1.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 435,087 CHF | 146,529 CHF | 99.10% | 99.10% |
08/07/2024 | 1.12% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 400,616 CHF | 135,039 CHF | 98.81% | 98.81% |
05/07/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 409,084 CHF | 137,861 CHF | 99.02% | 99.02% |
04/07/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 407,178 CHF | 137,226 CHF | 99.41% | 99.41% |
03/07/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 428,287 CHF | 144,262 CHF | 99.42% | 99.42% |
02/07/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 453,348 CHF | 152,616 CHF | 98.86% | 98.86% |