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 | 1.99% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 224,114 CHF | 76,205 CHF | 92.45% | 92.45% |
12/07/2024 | 2.01% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 221,913 CHF | 75,471 CHF | 94.89% | 94.89% |
11/07/2024 | 2.15% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 206,658 CHF | 70,386 CHF | 92.69% | 92.69% |
10/07/2024 | 2.28% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 195,007 CHF | 66,502 CHF | 91.26% | 91.26% |
09/07/2024 | 2.31% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 193,052 CHF | 65,851 CHF | 94.99% | 94.99% |
08/07/2024 | 2.20% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 202,171 CHF | 68,890 CHF | 90.24% | 90.24% |
05/07/2024 | 2.23% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 199,643 CHF | 68,048 CHF | 93.23% | 93.23% |
04/07/2024 | 2.24% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 198,669 CHF | 67,723 CHF | 87.26% | 87.26% |
03/07/2024 | 2.43% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 183,376 CHF | 62,625 CHF | 96.21% | 96.21% |
02/07/2024 | 2.51% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 177,420 CHF | 60,640 CHF | 97.37% | 97.37% |