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 | 1.78% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 250,447 CHF | 84,982 CHF | 99.27% | 99.27% |
12/07/2024 | 1.85% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 240,607 CHF | 81,703 CHF | 99.27% | 99.27% |
11/07/2024 | 2.01% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 221,604 CHF | 75,368 CHF | 99.27% | 99.27% |
10/07/2024 | 2.09% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 213,091 CHF | 72,530 CHF | 99.27% | 99.27% |
09/07/2024 | 1.95% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 228,674 CHF | 77,725 CHF | 99.27% | 99.27% |
08/07/2024 | 1.94% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 229,962 CHF | 78,154 CHF | 99.21% | 99.21% |
05/07/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 235,875 CHF | 80,125 CHF | 99.26% | 99.26% |
04/07/2024 | 2.06% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 216,438 CHF | 73,646 CHF | 99.27% | 99.27% |
03/07/2024 | 2.25% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 198,223 CHF | 67,574 CHF | 99.27% | 99.27% |
02/07/2024 | 2.45% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 181,802 CHF | 62,101 CHF | 99.27% | 99.27% |