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 | 1.54% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 289,763 CHF | 98,088 CHF | 99.27% | 99.27% |
12/07/2024 | 1.47% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 303,476 CHF | 102,659 CHF | 99.27% | 99.27% |
11/07/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 309,567 CHF | 104,689 CHF | 99.27% | 99.27% |
10/07/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 300,552 CHF | 101,684 CHF | 99.27% | 99.27% |
09/07/2024 | 1.45% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 307,266 CHF | 103,922 CHF | 99.27% | 99.27% |
08/07/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 287,121 CHF | 97,207 CHF | 99.24% | 99.24% |
05/07/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 279,689 CHF | 94,730 CHF | 99.27% | 99.27% |
04/07/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 305,402 CHF | 103,301 CHF | 99.27% | 99.27% |
03/07/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 303,931 CHF | 102,810 CHF | 99.27% | 99.27% |
02/07/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 298,342 CHF | 100,947 CHF | 99.27% | 99.27% |