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 | 1.28% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 350,271 CHF | 118,257 CHF | 96.89% | 96.89% |
12/07/2024 | 1.20% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 371,465 CHF | 125,322 CHF | 96.50% | 96.50% |
11/07/2024 | 1.27% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 350,884 CHF | 118,461 CHF | 97.49% | 97.49% |
10/07/2024 | 1.42% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 315,676 CHF | 106,725 CHF | 98.57% | 98.57% |
09/07/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 304,767 CHF | 103,089 CHF | 98.51% | 98.51% |
08/07/2024 | 1.47% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 303,522 CHF | 102,674 CHF | 95.22% | 95.22% |
05/07/2024 | 1.40% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 318,284 CHF | 107,594 CHF | 95.74% | 95.74% |
04/07/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 314,084 CHF | 106,195 CHF | 95.22% | 95.22% |
03/07/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 325,581 CHF | 110,027 CHF | 96.83% | 96.83% |
02/07/2024 | 1.48% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 302,704 CHF | 102,401 CHF | 98.22% | 98.22% |