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 | 1.69% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 264,054 CHF | 89,518 CHF | 99.15% | 99.15% |
12/07/2024 | 1.71% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 260,636 CHF | 88,379 CHF | 99.22% | 99.22% |
11/07/2024 | 1.50% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 298,185 CHF | 100,895 CHF | 98.09% | 98.09% |
10/07/2024 | 1.44% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 309,581 CHF | 104,694 CHF | 99.22% | 99.22% |
09/07/2024 | 1.43% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 312,656 CHF | 105,719 CHF | 99.23% | 99.23% |
08/07/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 307,446 CHF | 103,982 CHF | 99.21% | 99.21% |
05/07/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 313,692 CHF | 106,064 CHF | 99.22% | 99.22% |
04/07/2024 | 1.43% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 312,020 CHF | 105,507 CHF | 99.23% | 99.23% |
03/07/2024 | 1.36% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 328,062 CHF | 110,854 CHF | 99.21% | 99.21% |
02/07/2024 | 1.47% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 303,381 CHF | 102,627 CHF | 99.22% | 99.22% |