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 | 1.69% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 264,134 CHF | 89,545 CHF | 99.39% | 99.39% |
12/07/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 274,034 CHF | 92,845 CHF | 99.34% | 99.34% |
11/07/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 253,005 CHF | 85,835 CHF | 99.31% | 99.31% |
10/07/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 262,489 CHF | 88,996 CHF | 99.35% | 99.35% |
09/07/2024 | 1.66% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 269,737 CHF | 91,412 CHF | 99.39% | 99.39% |
08/07/2024 | 1.41% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 315,887 CHF | 106,796 CHF | 99.38% | 99.38% |
05/07/2024 | 1.36% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 328,932 CHF | 111,144 CHF | 99.36% | 99.36% |
04/07/2024 | 1.37% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 327,031 CHF | 110,510 CHF | 99.36% | 99.36% |
03/07/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 309,354 CHF | 104,618 CHF | 99.29% | 99.29% |
02/07/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 290,727 CHF | 98,409 CHF | 99.28% | 99.28% |