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 | 1.74% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 257,120 CHF | 87,207 CHF | 98.47% | 98.47% |
12/07/2024 | 1.74% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 257,121 CHF | 87,207 CHF | 99.06% | 99.06% |
11/07/2024 | 1.80% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 248,016 CHF | 84,172 CHF | 97.31% | 97.31% |
10/07/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 236,056 CHF | 80,185 CHF | 98.92% | 98.92% |
09/07/2024 | 1.92% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 232,127 CHF | 78,876 CHF | 99.10% | 99.10% |
08/07/2024 | 1.68% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 266,067 CHF | 90,189 CHF | 98.81% | 98.81% |
05/07/2024 | 1.72% | 0.57 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 259,280 CHF | 87,927 CHF | 99.02% | 99.02% |
04/07/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 261,397 CHF | 88,632 CHF | 99.41% | 99.41% |
03/07/2024 | 1.86% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 240,067 CHF | 81,522 CHF | 99.42% | 99.42% |
02/07/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 213,309 CHF | 72,603 CHF | 98.86% | 98.86% |