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 | 1.39% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 322,287 CHF | 108,929 CHF | 93.50% | 93.50% |
12/07/2024 | 1.39% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 321,283 CHF | 108,594 CHF | 93.14% | 93.14% |
11/07/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 305,330 CHF | 103,277 CHF | 94.59% | 94.59% |
10/07/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 309,871 CHF | 104,790 CHF | 96.11% | 96.11% |
09/07/2024 | 1.37% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 327,025 CHF | 110,508 CHF | 91.33% | 91.33% |
08/07/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 324,633 CHF | 109,711 CHF | 95.79% | 95.79% |
05/07/2024 | 1.36% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 329,451 CHF | 111,317 CHF | 92.58% | 92.58% |
04/07/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 325,349 CHF | 109,950 CHF | 90.48% | 90.48% |
03/07/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 323,231 CHF | 109,244 CHF | 97.09% | 97.09% |
02/07/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 336,907 CHF | 113,802 CHF | 94.82% | 94.82% |