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 | 1.71% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 260,408 CHF | 88,303 CHF | 99.38% | 99.38% |
12/07/2024 | 1.76% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 254,380 CHF | 86,293 CHF | 99.37% | 99.37% |
11/07/2024 | 1.86% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 239,817 CHF | 81,439 CHF | 99.37% | 99.37% |
10/07/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 223,991 CHF | 76,164 CHF | 99.37% | 99.37% |
09/07/2024 | 1.92% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 232,360 CHF | 78,953 CHF | 99.37% | 99.37% |
08/07/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 237,412 CHF | 80,637 CHF | 99.38% | 99.38% |
05/07/2024 | 1.69% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 263,656 CHF | 89,385 CHF | 99.38% | 99.38% |
04/07/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 258,084 CHF | 87,528 CHF | 98.59% | 98.59% |
03/07/2024 | 1.86% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 240,214 CHF | 81,571 CHF | 99.38% | 99.38% |
02/07/2024 | 2.13% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 209,183 CHF | 71,228 CHF | 99.37% | 99.37% |