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 | 2.14% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 208,820 CHF | 71,107 CHF | 98.95% | 98.95% |
12/07/2024 | 1.79% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 249,643 CHF | 84,714 CHF | 99.17% | 99.17% |
11/07/2024 | 1.81% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 246,574 CHF | 83,692 CHF | 99.17% | 99.17% |
10/07/2024 | 1.85% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 241,070 CHF | 81,857 CHF | 98.70% | 98.70% |
09/07/2024 | 1.80% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 249,113 CHF | 84,538 CHF | 99.17% | 99.17% |
08/07/2024 | 1.57% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 321,735 | 107,245 | 203,409 CHF | 68,876 CHF | 99.16% | 99.16% |
05/07/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 300,000 | 100,000 | 327,959 | 109,320 | 204,223 CHF | 69,168 CHF | 99.15% | 99.15% |
04/07/2024 | 1.73% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 447,878 | 149,293 | 256,892 CHF | 87,124 CHF | 99.17% | 99.17% |
03/07/2024 | 2.13% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 208,778 CHF | 71,093 CHF | 99.17% | 99.17% |
02/07/2024 | 2.27% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 196,201 CHF | 66,900 CHF | 99.16% | 99.16% |