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 | 1.98% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 225,478 CHF | 76,659 CHF | 98.96% | 98.96% |
12/07/2024 | 1.93% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 455,285 | 151,762 | 233,515 CHF | 79,356 CHF | 97.97% | 97.97% |
11/07/2024 | 1.72% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 464,139 | 154,713 | 267,277 CHF | 90,640 CHF | 97.03% | 97.03% |
10/07/2024 | 1.77% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 252,151 CHF | 85,551 CHF | 98.16% | 98.16% |
09/07/2024 | 1.66% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 268,267 CHF | 90,922 CHF | 97.65% | 97.65% |
08/07/2024 | 1.64% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 272,176 CHF | 92,225 CHF | 97.92% | 97.92% |
05/07/2024 | 1.76% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 254,082 CHF | 86,194 CHF | 97.58% | 97.58% |
04/07/2024 | 1.77% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 251,727 CHF | 85,409 CHF | 99.36% | 99.36% |
03/07/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 246,309 CHF | 83,603 CHF | 98.01% | 98.01% |
02/07/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 500,107 | 166,702 | 262,666 CHF | 89,222 CHF | 97.66% | 97.66% |