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 | 1.42% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 315,586 CHF | 106,695 CHF | 99.09% | 99.09% |
12/07/2024 | 1.57% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 285,416 CHF | 96,639 CHF | 99.45% | 99.45% |
11/07/2024 | 1.69% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 264,352 CHF | 89,617 CHF | 98.80% | 98.80% |
10/07/2024 | 1.80% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 247,431 CHF | 83,977 CHF | 98.51% | 98.51% |
09/07/2024 | 1.70% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 262,374 CHF | 88,958 CHF | 99.56% | 99.56% |
08/07/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 264,597 CHF | 89,699 CHF | 96.25% | 96.25% |
05/07/2024 | 1.60% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 278,498 CHF | 94,333 CHF | 99.44% | 99.44% |
04/07/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 288,461 CHF | 97,654 CHF | 99.41% | 99.41% |
03/07/2024 | 1.66% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 268,207 CHF | 90,902 CHF | 99.50% | 99.50% |
02/07/2024 | 1.65% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 270,482 CHF | 91,661 CHF | 99.36% | 99.36% |