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 | 1.03% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 338,280 | 112,760 | 325,688 CHF | 109,690 CHF | 99.38% | 99.38% |
12/07/2024 | 1.10% | 0.95 CHF | 0.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 407,259 CHF | 137,253 CHF | 99.38% | 99.38% |
11/07/2024 | 1.17% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 384,060 CHF | 129,520 CHF | 99.38% | 99.38% |
10/07/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 355,846 CHF | 120,115 CHF | 99.37% | 99.37% |
09/07/2024 | 1.22% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 367,901 CHF | 124,134 CHF | 99.38% | 99.38% |
08/07/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 256,100 CHF | 86,367 CHF | 99.38% | 99.38% |
05/07/2024 | 1.06% | 0.90 CHF | 0.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 281,224 CHF | 94,741 CHF | 99.38% | 99.38% |
04/07/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 267,271 CHF | 90,091 CHF | 98.59% | 98.59% |
03/07/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 254,152 CHF | 85,717 CHF | 99.37% | 99.37% |
02/07/2024 | 1.36% | 0.78 CHF | 0.79 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 220,038 CHF | 74,346 CHF | 99.38% | 99.38% |