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 | 1.10% | 0.90 CHF | 0.91 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 407,164 CHF | 137,221 CHF | 99.15% | 99.15% |
12/07/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 412,615 CHF | 139,038 CHF | 99.22% | 99.22% |
11/07/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 375,885 CHF | 126,795 CHF | 98.09% | 98.09% |
10/07/2024 | 1.22% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 365,249 CHF | 123,250 CHF | 99.22% | 99.22% |
09/07/2024 | 1.23% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 362,387 CHF | 122,296 CHF | 99.22% | 99.22% |
08/07/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 364,849 CHF | 123,116 CHF | 99.21% | 99.21% |
05/07/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 361,996 CHF | 122,165 CHF | 99.22% | 99.22% |
04/07/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 366,613 CHF | 123,704 CHF | 99.23% | 99.23% |
03/07/2024 | 1.27% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 351,059 CHF | 118,520 CHF | 99.22% | 99.22% |
02/07/2024 | 1.19% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 377,246 CHF | 127,249 CHF | 99.23% | 99.23% |