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 | 1.71% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 261,513 CHF | 88,671 CHF | 99.60% | 99.60% |
12/07/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 265,615 CHF | 90,038 CHF | 99.59% | 99.59% |
11/07/2024 | 1.70% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 262,523 CHF | 89,008 CHF | 98.50% | 98.50% |
10/07/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 262,424 CHF | 88,975 CHF | 99.61% | 99.61% |
09/07/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 261,867 CHF | 88,789 CHF | 99.59% | 99.59% |
08/07/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 266,143 CHF | 90,215 CHF | 99.58% | 99.58% |
05/07/2024 | 1.54% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 290,199 CHF | 98,233 CHF | 99.54% | 99.54% |
04/07/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 295,031 CHF | 99,844 CHF | 99.37% | 99.37% |
03/07/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 279,523 CHF | 94,674 CHF | 99.58% | 99.58% |
02/07/2024 | 1.54% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 289,228 CHF | 97,910 CHF | 99.58% | 99.58% |