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 | 1.04% | 0.94 CHF | 0.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 429,848 CHF | 144,783 CHF | 98.74% | 98.74% |
12/07/2024 | 1.08% | 1.00 CHF | 1.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 413,539 CHF | 139,346 CHF | 98.80% | 98.80% |
11/07/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 415,124 CHF | 139,875 CHF | 98.80% | 98.80% |
10/07/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 405,549 CHF | 136,683 CHF | 98.75% | 98.75% |
09/07/2024 | 1.09% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 409,614 CHF | 138,038 CHF | 98.78% | 98.78% |
08/07/2024 | 1.03% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 434,806 CHF | 146,435 CHF | 98.80% | 98.80% |
05/07/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 450,000 | 150,000 | 449,978 | 150,000 | 434,048 CHF | 146,190 CHF | 98.73% | 98.73% |
04/07/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 392,547 CHF | 132,349 CHF | 98.78% | 98.78% |
03/07/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 382,491 CHF | 128,997 CHF | 98.83% | 98.83% |
02/07/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 357,757 CHF | 120,752 CHF | 98.71% | 98.71% |