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 | 1.31% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 376,049 | 125,350 | 283,397 CHF | 95,719 CHF | 99.17% | 99.17% |
12/07/2024 | 1.34% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 448,904 | 149,635 | 331,621 CHF | 112,037 CHF | 99.16% | 99.16% |
11/07/2024 | 1.34% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 433,633 | 144,544 | 320,650 CHF | 108,329 CHF | 99.17% | 99.17% |
10/07/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 314,104 CHF | 106,201 CHF | 99.16% | 99.16% |
09/07/2024 | 1.39% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 321,972 CHF | 108,824 CHF | 99.17% | 99.17% |
08/07/2024 | 1.31% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 341,459 CHF | 115,320 CHF | 99.15% | 99.15% |
05/07/2024 | 1.30% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 344,152 CHF | 116,217 CHF | 99.15% | 99.15% |
04/07/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 309,955 | 103,318 | 261,067 CHF | 88,055 CHF | 99.17% | 99.17% |
03/07/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 424,427 | 141,476 | 342,853 CHF | 115,699 CHF | 99.15% | 99.15% |
02/07/2024 | 1.27% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 449,975 | 149,992 | 353,113 CHF | 119,204 CHF | 99.16% | 99.16% |