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 | 1.40% | 0.71 CHF | 0.72 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 320,134 CHF | 72,141 CHF | 98.95% | 98.95% |
12/07/2024 | 1.24% | 0.84 CHF | 0.85 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 361,716 CHF | 81,381 CHF | 99.17% | 99.17% |
11/07/2024 | 1.25% | 0.81 CHF | 0.82 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 357,913 CHF | 80,536 CHF | 99.17% | 99.17% |
10/07/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 351,226 CHF | 79,050 CHF | 98.71% | 98.71% |
09/07/2024 | 1.24% | 0.76 CHF | 0.77 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 361,152 CHF | 81,256 CHF | 99.17% | 99.17% |
08/07/2024 | 1.13% | 0.85 CHF | 0.86 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 396,913 CHF | 89,203 CHF | 99.15% | 99.15% |
05/07/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 393,260 CHF | 88,391 CHF | 99.16% | 99.16% |
04/07/2024 | 1.21% | 0.85 CHF | 0.86 CHF | 450,000 | 100,000 | 449,999 | 100,000 | 370,258 CHF | 83,280 CHF | 99.17% | 99.17% |
03/07/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 317,210 CHF | 71,491 CHF | 99.17% | 99.17% |
02/07/2024 | 1.48% | 0.70 CHF | 0.71 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 302,972 CHF | 68,327 CHF | 99.16% | 99.16% |