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 | 0.50% | 2.00 CHF | 2.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 896,549 CHF | 300,350 CHF | 99.38% | 99.38% |
12/07/2024 | 0.52% | 1.96 CHF | 1.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 855,299 CHF | 286,600 CHF | 99.38% | 99.38% |
11/07/2024 | 0.55% | 1.87 CHF | 1.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 821,991 CHF | 275,497 CHF | 98.50% | 98.50% |
10/07/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 773,154 CHF | 259,218 CHF | 99.38% | 99.38% |
09/07/2024 | 0.55% | 1.75 CHF | 1.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 812,248 CHF | 272,249 CHF | 99.37% | 99.37% |
08/07/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 805,417 CHF | 269,972 CHF | 99.37% | 99.37% |
05/07/2024 | 0.58% | 1.67 CHF | 1.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 778,053 CHF | 260,851 CHF | 99.38% | 99.38% |
04/07/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 765,877 CHF | 256,792 CHF | 98.58% | 98.58% |
03/07/2024 | 0.63% | 1.62 CHF | 1.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 715,561 CHF | 240,020 CHF | 99.37% | 99.37% |
02/07/2024 | 0.67% | 1.52 CHF | 1.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 668,803 CHF | 224,434 CHF | 99.37% | 99.37% |