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 | 1.17% | 0.85 CHF | 0.86 CHF | 225,000 | 75,000 | 224,712 | 74,904 | 190,451 CHF | 64,233 CHF | 99.38% | 99.38% |
12/07/2024 | 1.08% | 0.89 CHF | 0.90 CHF | 225,000 | 75,000 | 159,572 | 53,191 | 147,217 CHF | 49,604 CHF | 99.38% | 99.38% |
11/07/2024 | 1.12% | 0.91 CHF | 0.92 CHF | 150,000 | 50,000 | 203,979 | 67,991 | 180,813 CHF | 60,949 CHF | 91.41% | 91.41% |
10/07/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 209,848 CHF | 70,450 CHF | 99.36% | 99.36% |
09/07/2024 | 0.66% | 1.47 CHF | 1.48 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 225,924 CHF | 75,808 CHF | 99.37% | 99.37% |
08/07/2024 | 0.62% | 1.56 CHF | 1.57 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 240,338 CHF | 80,613 CHF | 99.38% | 99.38% |
05/07/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 237,371 CHF | 79,624 CHF | 99.00% | 99.00% |
04/07/2024 | 0.62% | 1.55 CHF | 1.56 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 239,936 CHF | 80,479 CHF | 91.02% | 91.02% |
03/07/2024 | 0.78% | 1.35 CHF | 1.36 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 192,490 CHF | 64,664 CHF | 99.38% | 99.38% |
02/07/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 164,132 CHF | 55,211 CHF | 99.38% | 99.38% |