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 | 1.46% | 0.68 CHF | 0.69 CHF | 150,000 | 50,000 | 150,587 | 50,196 | 102,395 CHF | 34,634 CHF | 99.38% | 99.38% |
12/07/2024 | 1.27% | 0.75 CHF | 0.76 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 117,571 CHF | 39,690 CHF | 99.38% | 99.38% |
11/07/2024 | 1.33% | 0.77 CHF | 0.78 CHF | 150,000 | 50,000 | 154,791 | 51,597 | 116,227 CHF | 39,258 CHF | 91.41% | 91.41% |
10/07/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 190,630 CHF | 64,043 CHF | 99.36% | 99.36% |
09/07/2024 | 0.72% | 1.34 CHF | 1.35 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 207,605 CHF | 69,702 CHF | 99.37% | 99.37% |
08/07/2024 | 0.67% | 1.44 CHF | 1.45 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 222,792 CHF | 74,764 CHF | 99.38% | 99.38% |
05/07/2024 | 0.68% | 1.44 CHF | 1.45 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 219,832 CHF | 73,778 CHF | 99.00% | 99.00% |
04/07/2024 | 0.67% | 1.43 CHF | 1.44 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 221,985 CHF | 74,495 CHF | 91.02% | 91.02% |
03/07/2024 | 0.86% | 1.22 CHF | 1.23 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 173,791 CHF | 58,430 CHF | 99.37% | 99.37% |
02/07/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 144,662 CHF | 48,721 CHF | 99.38% | 99.38% |