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 | 1.34% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 333,389 CHF | 112,630 CHF | 99.48% | 99.48% |
12/07/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 339,245 CHF | 114,582 CHF | 99.31% | 99.31% |
11/07/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 324,613 CHF | 109,704 CHF | 99.51% | 99.51% |
10/07/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 318,891 CHF | 107,797 CHF | 99.50% | 99.50% |
09/07/2024 | 1.46% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 306,356 CHF | 103,619 CHF | 99.55% | 99.55% |
08/07/2024 | 1.32% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 337,621 CHF | 114,040 CHF | 99.53% | 99.53% |
05/07/2024 | 1.32% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 337,943 CHF | 114,148 CHF | 99.51% | 99.51% |
04/07/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 346,920 CHF | 117,140 CHF | 99.36% | 99.36% |
03/07/2024 | 1.47% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 304,759 CHF | 103,086 CHF | 99.11% | 99.11% |
02/07/2024 | 1.72% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 260,058 CHF | 88,186 CHF | 99.59% | 99.59% |