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 | 1.20% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 372,638 CHF | 125,713 CHF | 99.63% | 99.63% |
12/07/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 377,820 CHF | 127,440 CHF | 99.45% | 99.45% |
11/07/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 364,593 CHF | 123,031 CHF | 99.55% | 99.55% |
10/07/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 359,224 CHF | 121,241 CHF | 99.55% | 99.55% |
09/07/2024 | 1.29% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 346,931 CHF | 117,144 CHF | 99.54% | 99.54% |
08/07/2024 | 1.19% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 375,870 CHF | 126,790 CHF | 99.50% | 99.50% |
05/07/2024 | 1.19% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 376,776 CHF | 127,092 CHF | 99.47% | 99.47% |
04/07/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 385,137 CHF | 129,879 CHF | 99.35% | 99.35% |
03/07/2024 | 1.29% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 348,155 CHF | 117,552 CHF | 99.10% | 99.10% |
02/07/2024 | 1.46% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 305,832 CHF | 103,444 CHF | 99.58% | 99.58% |