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 | 1.36% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 327,678 CHF | 110,726 CHF | 98.46% | 98.46% |
12/07/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 327,752 CHF | 110,751 CHF | 99.05% | 99.05% |
11/07/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 336,509 CHF | 113,670 CHF | 97.30% | 97.30% |
10/07/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 347,325 CHF | 117,275 CHF | 98.93% | 98.93% |
09/07/2024 | 1.27% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 351,401 CHF | 118,634 CHF | 99.10% | 99.10% |
08/07/2024 | 1.41% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 317,008 CHF | 107,169 CHF | 98.81% | 98.81% |
05/07/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 325,293 CHF | 109,931 CHF | 99.02% | 99.02% |
04/07/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 323,439 CHF | 109,313 CHF | 99.41% | 99.41% |
03/07/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 344,524 CHF | 116,341 CHF | 99.42% | 99.42% |
02/07/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 369,885 CHF | 124,795 CHF | 98.86% | 98.86% |