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 | 1.41% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 317,876 CHF | 107,459 CHF | 99.33% | 99.33% |
12/07/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 322,547 CHF | 109,016 CHF | 95.81% | 95.81% |
11/07/2024 | 1.33% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 335,940 CHF | 113,480 CHF | 20.67% | 97.09% |
10/07/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 350,347 CHF | 118,282 CHF | 98.47% | 98.47% |
09/07/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 360,197 CHF | 121,566 CHF | 17.25% | 97.92% |
08/07/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 365,671 CHF | 123,390 CHF | 12.16% | 97.58% |
05/07/2024 | 1.27% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 353,114 CHF | 119,205 CHF | 95.87% | 98.39% |
04/07/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 350,962 CHF | 118,487 CHF | 99.37% | 99.37% |
03/07/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 344,013 CHF | 116,171 CHF | 98.27% | 98.27% |
02/07/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 331,965 CHF | 112,155 CHF | 97.20% | 97.20% |