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 | 1.50% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 297,058 CHF | 100,519 CHF | 99.60% | 99.60% |
12/07/2024 | 1.48% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 302,455 CHF | 102,318 CHF | 99.58% | 99.58% |
11/07/2024 | 1.49% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 299,306 CHF | 101,269 CHF | 99.54% | 99.54% |
10/07/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 299,844 CHF | 101,448 CHF | 99.61% | 99.61% |
09/07/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 301,395 CHF | 101,965 CHF | 99.59% | 99.59% |
08/07/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 306,530 CHF | 103,677 CHF | 99.58% | 99.58% |
05/07/2024 | 1.34% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 334,904 CHF | 113,135 CHF | 99.47% | 99.47% |
04/07/2024 | 1.32% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 339,377 CHF | 114,626 CHF | 99.37% | 99.37% |
03/07/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 323,746 CHF | 109,415 CHF | 99.57% | 99.57% |
02/07/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 333,487 CHF | 112,662 CHF | 99.58% | 99.58% |