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 | 1.27% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 353,443 CHF | 119,314 CHF | 98.87% | 98.87% |
12/07/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 358,395 CHF | 120,965 CHF | 95.90% | 95.90% |
11/07/2024 | 1.14% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 393,747 CHF | 132,749 CHF | 97.14% | 97.14% |
10/07/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 383,685 CHF | 129,395 CHF | 97.85% | 97.85% |
09/07/2024 | 1.11% | 0.87 CHF | 0.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 402,722 CHF | 135,741 CHF | 98.17% | 98.17% |
08/07/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 406,675 CHF | 137,058 CHF | 98.47% | 98.47% |
05/07/2024 | 1.16% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 385,934 CHF | 130,145 CHF | 98.43% | 98.43% |
04/07/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 385,312 CHF | 129,937 CHF | 99.37% | 99.37% |
03/07/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 377,067 CHF | 127,189 CHF | 97.91% | 97.91% |
02/07/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 366,123 CHF | 123,541 CHF | 98.03% | 98.03% |