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 | 1.33% | 0.83 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 337,060 CHF | 113,853 CHF | 12.59% | 99.70% |
12/07/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 347,225 CHF | 117,242 CHF | 99.71% | 99.71% |
11/07/2024 | 1.31% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 341,323 CHF | 115,274 CHF | 99.32% | 99.32% |
10/07/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 318,092 CHF | 107,531 CHF | 99.36% | 99.36% |
09/07/2024 | 1.54% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 290,334 CHF | 98,278 CHF | 99.58% | 99.58% |
08/07/2024 | 1.53% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 291,730 CHF | 98,743 CHF | 99.23% | 99.23% |
05/07/2024 | 1.49% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 299,660 CHF | 101,387 CHF | 99.58% | 99.58% |
04/07/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 308,032 CHF | 104,177 CHF | 99.57% | 99.57% |
03/07/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 297,766 CHF | 100,756 CHF | 99.51% | 99.51% |
02/07/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 279,561 CHF | 94,687 CHF | 99.53% | 99.53% |