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 | 0.89% | 1.08 CHF | 1.09 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 501,173 CHF | 168,558 CHF | 99.27% | 99.27% |
12/07/2024 | 0.98% | 1.10 CHF | 1.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 458,341 CHF | 154,280 CHF | 99.27% | 99.27% |
11/07/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 445,159 CHF | 149,886 CHF | 99.27% | 99.27% |
10/07/2024 | 1.06% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 420,700 CHF | 141,733 CHF | 99.27% | 99.27% |
09/07/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 412,444 CHF | 138,981 CHF | 99.27% | 99.27% |
08/07/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 408,006 CHF | 137,502 CHF | 99.24% | 99.24% |
05/07/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 423,883 CHF | 142,794 CHF | 99.27% | 99.27% |
04/07/2024 | 1.14% | 0.90 CHF | 0.91 CHF | 450,000 | 150,000 | 560,450 | 186,817 | 488,380 CHF | 164,661 CHF | 99.27% | 99.27% |
03/07/2024 | 1.32% | 0.80 CHF | 0.81 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 451,379 CHF | 152,460 CHF | 99.27% | 99.27% |
02/07/2024 | 1.47% | 0.74 CHF | 0.75 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 406,002 CHF | 137,334 CHF | 99.27% | 99.27% |