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 | 0.99% | 1.05 CHF | 1.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 450,340 CHF | 151,613 CHF | 99.54% | 99.54% |
12/07/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 448,826 CHF | 151,109 CHF | 99.38% | 99.38% |
11/07/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 442,596 CHF | 149,032 CHF | 99.23% | 99.23% |
10/07/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 419,808 CHF | 141,436 CHF | 99.36% | 99.36% |
09/07/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 393,941 CHF | 132,814 CHF | 99.58% | 99.58% |
08/07/2024 | 1.13% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 394,978 CHF | 133,159 CHF | 99.25% | 99.25% |
05/07/2024 | 1.11% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 403,234 CHF | 135,911 CHF | 99.52% | 99.52% |
04/07/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 411,702 CHF | 138,734 CHF | 99.58% | 99.58% |
03/07/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 401,484 CHF | 135,328 CHF | 99.47% | 99.47% |
02/07/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 384,701 CHF | 129,734 CHF | 99.58% | 99.58% |