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 | 1.78% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 250,947 CHF | 85,149 CHF | 94.34% | 94.34% |
12/07/2024 | 1.67% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 267,899 CHF | 90,800 CHF | 94.52% | 94.52% |
11/07/2024 | 1.72% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 259,681 CHF | 88,060 CHF | 94.69% | 94.69% |
10/07/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 235,219 CHF | 79,906 CHF | 97.35% | 97.35% |
09/07/2024 | 1.94% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 230,213 CHF | 78,238 CHF | 97.59% | 97.59% |
08/07/2024 | 1.87% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 238,197 CHF | 80,899 CHF | 95.78% | 95.78% |
05/07/2024 | 1.83% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 244,085 CHF | 82,862 CHF | 94.76% | 94.76% |
04/07/2024 | 1.86% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 239,186 CHF | 81,229 CHF | 94.73% | 94.73% |
03/07/2024 | 1.95% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 228,381 CHF | 77,627 CHF | 97.29% | 97.29% |
02/07/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 226,911 CHF | 77,137 CHF | 96.31% | 96.31% |