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 | 1.42% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 315,788 CHF | 106,763 CHF | 99.01% | 99.01% |
12/07/2024 | 1.55% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 288,419 CHF | 97,640 CHF | 99.70% | 99.70% |
11/07/2024 | 1.66% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 268,612 CHF | 91,037 CHF | 98.76% | 98.76% |
10/07/2024 | 1.75% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 255,511 CHF | 86,670 CHF | 98.50% | 98.50% |
09/07/2024 | 1.67% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 267,793 CHF | 90,764 CHF | 99.54% | 99.54% |
08/07/2024 | 1.66% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 268,416 CHF | 90,972 CHF | 96.24% | 96.24% |
05/07/2024 | 1.60% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 278,802 CHF | 94,434 CHF | 99.49% | 99.49% |
04/07/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 288,095 CHF | 97,532 CHF | 99.41% | 99.41% |
03/07/2024 | 1.66% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 269,498 CHF | 91,333 CHF | 99.47% | 99.47% |
02/07/2024 | 1.65% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 270,650 CHF | 91,717 CHF | 99.39% | 99.39% |