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 | 1.28% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 349,311 CHF | 117,937 CHF | 99.36% | 99.36% |
12/07/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 358,493 CHF | 120,998 CHF | 99.28% | 99.28% |
11/07/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 335,564 CHF | 113,355 CHF | 99.23% | 99.23% |
10/07/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 347,904 CHF | 117,468 CHF | 99.33% | 99.33% |
09/07/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 357,428 CHF | 120,643 CHF | 99.40% | 99.40% |
08/07/2024 | 1.09% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 411,325 CHF | 138,608 CHF | 99.37% | 99.37% |
05/07/2024 | 1.05% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 427,978 CHF | 144,159 CHF | 99.34% | 99.34% |
04/07/2024 | 1.05% | 0.97 CHF | 0.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 426,297 CHF | 143,599 CHF | 99.36% | 99.36% |
03/07/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 404,124 CHF | 136,208 CHF | 99.40% | 99.40% |
02/07/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 382,461 CHF | 128,987 CHF | 99.10% | 99.10% |