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 | 1.19% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 377,004 CHF | 127,168 CHF | 99.04% | 99.04% |
12/07/2024 | 1.25% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 357,679 CHF | 120,726 CHF | 99.22% | 99.22% |
11/07/2024 | 1.38% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 323,998 CHF | 109,499 CHF | 98.99% | 98.99% |
10/07/2024 | 1.49% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 301,024 CHF | 101,841 CHF | 99.18% | 99.18% |
09/07/2024 | 1.48% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 301,342 CHF | 101,947 CHF | 99.05% | 99.05% |
08/07/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 332,759 CHF | 112,420 CHF | 99.10% | 99.10% |
05/07/2024 | 1.29% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 347,038 CHF | 117,179 CHF | 99.01% | 99.01% |
04/07/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 326,675 CHF | 110,392 CHF | 99.06% | 99.06% |
03/07/2024 | 1.41% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 315,931 CHF | 106,810 CHF | 99.09% | 99.09% |
02/07/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 307,284 CHF | 103,928 CHF | 99.16% | 99.16% |