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 | 1.83% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 243,579 CHF | 82,693 CHF | 98.48% | 98.48% |
12/07/2024 | 1.83% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 243,805 CHF | 82,768 CHF | 99.06% | 99.06% |
11/07/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 252,579 CHF | 85,693 CHF | 97.31% | 97.31% |
10/07/2024 | 1.69% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 263,611 CHF | 89,371 CHF | 98.92% | 98.92% |
09/07/2024 | 1.67% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 267,793 CHF | 90,765 CHF | 99.10% | 99.10% |
08/07/2024 | 1.91% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 233,415 CHF | 79,305 CHF | 98.81% | 98.81% |
05/07/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 241,555 CHF | 82,019 CHF | 99.02% | 99.02% |
04/07/2024 | 1.86% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 239,569 CHF | 81,356 CHF | 99.41% | 99.41% |
03/07/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 260,839 CHF | 88,446 CHF | 99.42% | 99.42% |
02/07/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 286,364 CHF | 96,955 CHF | 98.86% | 98.86% |