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 | 1.17% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 382,311 CHF | 128,937 CHF | 99.14% | 99.14% |
12/07/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 378,932 CHF | 127,811 CHF | 99.21% | 99.21% |
11/07/2024 | 1.07% | 0.90 CHF | 0.91 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 417,618 CHF | 140,706 CHF | 98.10% | 98.10% |
10/07/2024 | 1.05% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 428,328 CHF | 144,276 CHF | 99.22% | 99.22% |
09/07/2024 | 1.04% | 1.00 CHF | 1.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 430,899 CHF | 145,133 CHF | 99.22% | 99.22% |
08/07/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 426,309 CHF | 143,603 CHF | 99.21% | 99.21% |
05/07/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 431,290 CHF | 145,263 CHF | 99.23% | 99.23% |
04/07/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 430,766 CHF | 145,089 CHF | 99.23% | 99.23% |
03/07/2024 | 1.00% | 0.97 CHF | 0.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 447,357 CHF | 150,619 CHF | 99.21% | 99.21% |
02/07/2024 | 1.06% | 0.97 CHF | 0.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 421,983 CHF | 142,161 CHF | 99.22% | 99.22% |