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 | 1.13% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 395,562 CHF | 133,354 CHF | 99.38% | 99.38% |
12/07/2024 | 1.20% | 0.87 CHF | 0.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 374,006 CHF | 126,169 CHF | 99.38% | 99.38% |
11/07/2024 | 1.26% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 356,376 CHF | 120,292 CHF | 99.38% | 99.38% |
10/07/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 334,557 CHF | 113,019 CHF | 99.37% | 99.37% |
09/07/2024 | 1.30% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 343,691 CHF | 116,064 CHF | 99.38% | 99.38% |
08/07/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 338,677 CHF | 114,392 CHF | 99.38% | 99.38% |
05/07/2024 | 1.22% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 366,940 CHF | 123,813 CHF | 99.37% | 99.37% |
04/07/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 352,216 CHF | 118,905 CHF | 98.58% | 98.58% |
03/07/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 339,131 CHF | 114,544 CHF | 99.37% | 99.37% |
02/07/2024 | 1.47% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 303,559 CHF | 102,686 CHF | 99.38% | 99.38% |