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 | 1.19% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 249,716 CHF | 84,239 CHF | 90.11% | 90.11% |
12/07/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 254,635 CHF | 85,878 CHF | 97.48% | 97.48% |
11/07/2024 | 1.20% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 390,549 | 130,183 | 321,922 CHF | 108,609 CHF | 95.78% | 95.78% |
10/07/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 446,638 | 148,879 | 368,667 CHF | 124,378 CHF | 95.45% | 95.45% |
09/07/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 361,563 CHF | 122,021 CHF | 96.72% | 96.72% |
08/07/2024 | 1.15% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 326,106 | 108,702 | 280,705 CHF | 94,655 CHF | 95.12% | 95.12% |
05/07/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 433,785 | 144,595 | 367,198 CHF | 123,845 CHF | 91.96% | 91.96% |
04/07/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 373,882 CHF | 126,127 CHF | 88.84% | 88.84% |
03/07/2024 | 1.25% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 357,142 CHF | 120,547 CHF | 94.24% | 94.24% |
02/07/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 348,443 CHF | 117,648 CHF | 95.92% | 95.92% |