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 | 1.73% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 258,297 CHF | 87,599 CHF | 99.27% | 99.27% |
12/07/2024 | 1.66% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 269,701 CHF | 91,400 CHF | 99.27% | 99.27% |
11/07/2024 | 1.64% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 273,009 CHF | 92,503 CHF | 99.27% | 99.27% |
10/07/2024 | 1.73% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 257,793 CHF | 87,431 CHF | 99.27% | 99.27% |
09/07/2024 | 1.68% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 265,116 CHF | 89,872 CHF | 99.27% | 99.27% |
08/07/2024 | 1.79% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 249,862 CHF | 84,787 CHF | 99.24% | 99.24% |
05/07/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 242,157 CHF | 82,219 CHF | 99.27% | 99.27% |
04/07/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 266,929 CHF | 90,476 CHF | 99.27% | 99.27% |
03/07/2024 | 1.69% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 264,824 CHF | 89,775 CHF | 99.27% | 99.27% |
02/07/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 260,589 CHF | 88,363 CHF | 99.27% | 99.27% |