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 | 1.46% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 305,145 CHF | 103,215 CHF | 99.38% | 99.38% |
12/07/2024 | 1.50% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 297,897 CHF | 100,799 CHF | 99.37% | 99.37% |
11/07/2024 | 1.56% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 286,470 CHF | 96,990 CHF | 99.37% | 99.37% |
10/07/2024 | 1.65% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 270,101 CHF | 91,534 CHF | 99.37% | 99.37% |
09/07/2024 | 1.60% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 278,807 CHF | 94,436 CHF | 99.37% | 99.37% |
08/07/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 280,813 CHF | 95,104 CHF | 99.38% | 99.38% |
05/07/2024 | 1.46% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 307,092 CHF | 103,864 CHF | 99.38% | 99.38% |
04/07/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 301,925 CHF | 102,142 CHF | 98.59% | 98.59% |
03/07/2024 | 1.57% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 285,032 CHF | 96,511 CHF | 99.38% | 99.38% |
02/07/2024 | 1.74% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 256,447 CHF | 86,982 CHF | 99.37% | 99.37% |