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 | 0.79% | 1.24 CHF | 1.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 564,850 CHF | 189,783 CHF | 93.34% | 93.34% |
12/07/2024 | 0.84% | 1.22 CHF | 1.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 530,686 CHF | 178,395 CHF | 94.57% | 94.57% |
11/07/2024 | 0.92% | 1.13 CHF | 1.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 484,591 CHF | 163,030 CHF | 90.56% | 90.56% |
10/07/2024 | 0.99% | 1.05 CHF | 1.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 454,444 CHF | 152,981 CHF | 87.14% | 87.14% |
09/07/2024 | 1.01% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 443,309 CHF | 149,270 CHF | 84.44% | 84.44% |
08/07/2024 | 0.96% | 1.01 CHF | 1.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 466,225 CHF | 156,908 CHF | 85.97% | 85.97% |
05/07/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 472,453 CHF | 158,984 CHF | 91.18% | 91.18% |
04/07/2024 | 1.01% | 1.01 CHF | 1.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 443,299 CHF | 149,266 CHF | 80.02% | 80.02% |
03/07/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 446,092 CHF | 150,197 CHF | 91.72% | 91.72% |
02/07/2024 | 1.08% | 0.94 CHF | 0.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 415,467 CHF | 139,989 CHF | 96.55% | 96.55% |