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 | 0.94% | 1.01 CHF | 1.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 474,418 CHF | 159,639 CHF | 99.27% | 99.27% |
12/07/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 458,185 CHF | 154,228 CHF | 99.27% | 99.27% |
11/07/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 484,958 CHF | 163,153 CHF | 99.25% | 99.25% |
10/07/2024 | 0.97% | 1.06 CHF | 1.07 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 460,032 CHF | 154,844 CHF | 99.27% | 99.27% |
09/07/2024 | 1.01% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 442,251 CHF | 148,917 CHF | 99.27% | 99.27% |
08/07/2024 | 1.02% | 0.95 CHF | 0.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 440,167 CHF | 148,222 CHF | 99.24% | 99.24% |
05/07/2024 | 1.14% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 392,559 CHF | 132,353 CHF | 99.27% | 99.27% |
04/07/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 389,582 CHF | 131,361 CHF | 99.27% | 99.27% |
03/07/2024 | 1.30% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 344,908 CHF | 116,469 CHF | 99.27% | 99.27% |
02/07/2024 | 1.18% | 0.87 CHF | 0.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 378,297 CHF | 127,599 CHF | 99.27% | 99.27% |