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 | 1.90% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 444,076 | 148,025 | 232,201 CHF | 78,881 CHF | 99.18% | 99.18% |
12/07/2024 | 2.18% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 204,466 CHF | 69,655 CHF | 99.38% | 99.38% |
11/07/2024 | 2.43% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 183,060 CHF | 62,520 CHF | 98.80% | 98.80% |
10/07/2024 | 2.66% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 167,422 CHF | 57,307 CHF | 98.50% | 98.50% |
09/07/2024 | 2.46% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 181,187 CHF | 61,896 CHF | 99.58% | 99.58% |
08/07/2024 | 2.44% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 182,498 CHF | 62,333 CHF | 96.26% | 96.26% |
05/07/2024 | 2.27% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 195,947 CHF | 66,816 CHF | 99.47% | 99.47% |
04/07/2024 | 2.18% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 204,378 CHF | 69,626 CHF | 99.40% | 99.40% |
03/07/2024 | 2.39% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 186,415 CHF | 63,638 CHF | 99.56% | 99.56% |
02/07/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 189,028 CHF | 64,509 CHF | 99.42% | 99.42% |