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 | 1.28% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 348,050 CHF | 117,517 CHF | 99.19% | 99.19% |
12/07/2024 | 1.30% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 344,179 CHF | 116,226 CHF | 99.26% | 99.26% |
11/07/2024 | 1.20% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 372,947 CHF | 125,816 CHF | 99.23% | 99.23% |
10/07/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 382,200 CHF | 128,900 CHF | 99.23% | 99.23% |
09/07/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 387,092 CHF | 130,531 CHF | 87.70% | 87.70% |
08/07/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 382,561 CHF | 129,020 CHF | 99.21% | 99.21% |
05/07/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 383,396 CHF | 129,299 CHF | 99.20% | 99.20% |
04/07/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 383,978 CHF | 129,493 CHF | 99.23% | 99.23% |
03/07/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 394,046 CHF | 132,849 CHF | 99.23% | 99.23% |
02/07/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 400,562 CHF | 135,021 CHF | 99.23% | 99.23% |