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 | 1.61% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 277,041 CHF | 93,847 CHF | 90.22% | 90.22% |
12/07/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 282,992 CHF | 95,831 CHF | 97.59% | 97.59% |
11/07/2024 | 1.63% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 274,486 CHF | 92,995 CHF | 95.77% | 95.77% |
10/07/2024 | 1.63% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 273,868 CHF | 92,789 CHF | 95.44% | 95.44% |
09/07/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 265,327 CHF | 89,943 CHF | 96.76% | 96.76% |
08/07/2024 | 1.54% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 289,462 CHF | 97,987 CHF | 95.27% | 95.27% |
05/07/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 283,147 CHF | 95,882 CHF | 91.93% | 91.93% |
04/07/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 276,897 CHF | 93,799 CHF | 88.84% | 88.84% |
03/07/2024 | 1.69% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 263,933 CHF | 89,478 CHF | 94.26% | 94.26% |
02/07/2024 | 1.75% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 254,616 CHF | 86,372 CHF | 95.90% | 95.90% |