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 | 1.17% | 0.83 CHF | 0.84 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 127,136 CHF | 42,879 CHF | 99.14% | 99.14% |
12/07/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 125,984 CHF | 42,495 CHF | 97.91% | 97.91% |
11/07/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 126,334 CHF | 42,611 CHF | 97.36% | 97.36% |
10/07/2024 | 1.17% | 0.83 CHF | 0.84 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 127,194 CHF | 42,898 CHF | 99.20% | 99.20% |
09/07/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 128,171 CHF | 43,224 CHF | 99.58% | 99.58% |
08/07/2024 | 1.15% | 0.85 CHF | 0.86 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 130,059 CHF | 43,853 CHF | 99.58% | 99.58% |
05/07/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 132,535 CHF | 44,679 CHF | 99.58% | 99.58% |
04/07/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 133,406 CHF | 44,969 CHF | 99.57% | 99.57% |
03/07/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 131,932 CHF | 44,477 CHF | 99.58% | 99.58% |
02/07/2024 | 1.14% | 0.85 CHF | 0.86 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 130,407 CHF | 43,969 CHF | 99.38% | 99.38% |