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 | 0.93% | 1.06 CHF | 1.07 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 483,380 CHF | 162,627 CHF | 98.88% | 98.88% |
12/07/2024 | 0.97% | 1.13 CHF | 1.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 463,316 CHF | 155,939 CHF | 98.86% | 98.86% |
11/07/2024 | 1.04% | 0.99 CHF | 1.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 428,738 CHF | 144,412 CHF | 98.92% | 98.92% |
10/07/2024 | 1.11% | 0.94 CHF | 0.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 404,087 CHF | 136,196 CHF | 99.13% | 99.13% |
09/07/2024 | 1.11% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 404,117 CHF | 136,206 CHF | 99.10% | 99.10% |
08/07/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 436,460 CHF | 146,987 CHF | 99.08% | 99.08% |
05/07/2024 | 0.99% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 451,001 CHF | 151,834 CHF | 99.07% | 99.07% |
04/07/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 429,611 CHF | 144,704 CHF | 99.08% | 99.08% |
03/07/2024 | 1.07% | 0.95 CHF | 0.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 418,025 CHF | 140,842 CHF | 99.16% | 99.16% |
02/07/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 408,131 CHF | 137,544 CHF | 99.16% | 99.16% |