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 | 0.76% | 1.29 CHF | 1.30 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 590,417 CHF | 198,306 CHF | 98.91% | 98.91% |
12/07/2024 | 0.79% | 1.37 CHF | 1.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 570,392 CHF | 191,631 CHF | 99.21% | 99.21% |
11/07/2024 | 0.84% | 1.23 CHF | 1.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 535,237 CHF | 179,912 CHF | 98.94% | 98.94% |
10/07/2024 | 0.88% | 1.18 CHF | 1.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 509,974 CHF | 171,491 CHF | 99.17% | 99.17% |
09/07/2024 | 0.88% | 1.08 CHF | 1.09 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 510,164 CHF | 171,555 CHF | 99.08% | 99.08% |
08/07/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 542,216 CHF | 182,239 CHF | 99.09% | 99.09% |
05/07/2024 | 0.81% | 1.19 CHF | 1.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 556,970 CHF | 187,157 CHF | 99.08% | 99.08% |
04/07/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 535,907 CHF | 180,136 CHF | 99.08% | 99.08% |
03/07/2024 | 0.86% | 1.19 CHF | 1.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 523,897 CHF | 176,132 CHF | 99.17% | 99.17% |
02/07/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 513,184 CHF | 172,561 CHF | 99.16% | 99.16% |