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 | 1.17% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 301,026 | 100,342 | 254,867 CHF | 85,959 CHF | 99.38% | 99.38% |
12/07/2024 | 1.20% | 0.88 CHF | 0.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 248,099 CHF | 83,700 CHF | 99.38% | 99.38% |
11/07/2024 | 1.32% | 0.78 CHF | 0.79 CHF | 300,000 | 100,000 | 412,841 | 137,614 | 309,984 CHF | 104,704 CHF | 99.38% | 99.38% |
10/07/2024 | 1.35% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 331,412 CHF | 111,971 CHF | 99.37% | 99.37% |
09/07/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 342,979 CHF | 115,826 CHF | 99.38% | 99.38% |
08/07/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 347,634 CHF | 117,378 CHF | 99.38% | 99.38% |
05/07/2024 | 1.24% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 359,596 CHF | 121,365 CHF | 99.37% | 99.37% |
04/07/2024 | 1.31% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 340,118 CHF | 114,873 CHF | 98.59% | 98.59% |
03/07/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 337,422 CHF | 113,974 CHF | 99.37% | 99.37% |
02/07/2024 | 1.42% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 314,174 CHF | 106,225 CHF | 99.38% | 99.38% |