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 | 1.59% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 281,156 CHF | 95,219 CHF | 99.19% | 99.19% |
12/07/2024 | 1.59% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 280,471 CHF | 94,991 CHF | 99.27% | 99.27% |
11/07/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 289,726 CHF | 98,076 CHF | 98.65% | 98.65% |
10/07/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 303,521 CHF | 102,674 CHF | 99.23% | 99.23% |
09/07/2024 | 1.42% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 314,226 CHF | 106,242 CHF | 99.24% | 99.24% |
08/07/2024 | 1.79% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 249,353 CHF | 84,618 CHF | 99.24% | 99.24% |
05/07/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 242,695 CHF | 82,398 CHF | 99.24% | 99.24% |
04/07/2024 | 1.94% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 229,887 CHF | 78,129 CHF | 99.23% | 99.23% |
03/07/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 267,828 CHF | 90,776 CHF | 99.23% | 99.23% |
02/07/2024 | 1.39% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 320,790 CHF | 108,430 CHF | 99.23% | 99.23% |