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 | 1.76% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 253,441 CHF | 85,981 CHF | 99.50% | 99.50% |
12/07/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 257,947 CHF | 87,482 CHF | 99.37% | 99.37% |
11/07/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 246,694 CHF | 83,731 CHF | 99.52% | 99.52% |
10/07/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 242,729 CHF | 82,410 CHF | 99.50% | 99.50% |
09/07/2024 | 1.93% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 231,381 CHF | 78,627 CHF | 99.60% | 99.60% |
08/07/2024 | 1.74% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 257,237 CHF | 87,246 CHF | 99.58% | 99.58% |
05/07/2024 | 1.72% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 259,604 CHF | 88,035 CHF | 99.53% | 99.53% |
04/07/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 266,565 CHF | 90,355 CHF | 99.34% | 99.34% |
03/07/2024 | 1.90% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 234,893 CHF | 79,798 CHF | 99.18% | 99.18% |
02/07/2024 | 2.22% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 499,638 | 166,546 | 221,602 CHF | 75,533 CHF | 99.58% | 99.58% |