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 | 0.87% | 1.14 CHF | 1.15 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 517,613 CHF | 174,038 CHF | 93.35% | 93.35% |
12/07/2024 | 0.92% | 1.12 CHF | 1.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 486,146 CHF | 163,549 CHF | 94.59% | 94.59% |
11/07/2024 | 1.01% | 1.03 CHF | 1.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 441,535 CHF | 148,678 CHF | 90.59% | 90.59% |
10/07/2024 | 1.08% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 414,477 CHF | 139,659 CHF | 87.15% | 87.15% |
09/07/2024 | 1.11% | 0.87 CHF | 0.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 403,700 CHF | 136,067 CHF | 84.57% | 84.57% |
08/07/2024 | 1.05% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 424,740 CHF | 143,080 CHF | 85.92% | 85.92% |
05/07/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 430,639 CHF | 145,046 CHF | 91.17% | 91.17% |
04/07/2024 | 1.11% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 404,837 CHF | 136,446 CHF | 80.01% | 80.01% |
03/07/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 407,406 CHF | 137,302 CHF | 91.80% | 91.80% |
02/07/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 379,842 CHF | 128,114 CHF | 96.55% | 96.55% |