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 | 1.09% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 409,150 CHF | 137,883 CHF | 98.92% | 98.92% |
12/07/2024 | 1.15% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 390,924 CHF | 131,808 CHF | 98.94% | 98.94% |
11/07/2024 | 1.25% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 357,899 CHF | 120,800 CHF | 98.98% | 98.98% |
10/07/2024 | 1.33% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 336,332 CHF | 113,611 CHF | 99.18% | 99.18% |
09/07/2024 | 1.33% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 336,760 CHF | 113,753 CHF | 99.05% | 99.05% |
08/07/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 366,487 CHF | 123,662 CHF | 99.07% | 99.07% |
05/07/2024 | 1.18% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 380,827 CHF | 128,442 CHF | 99.03% | 99.03% |
04/07/2024 | 1.24% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 361,714 CHF | 122,071 CHF | 99.07% | 99.07% |
03/07/2024 | 1.28% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 350,735 CHF | 118,412 CHF | 99.14% | 99.14% |
02/07/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 342,574 CHF | 115,691 CHF | 99.18% | 99.18% |