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 | 1.32% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 339,091 CHF | 114,530 CHF | 92.68% | 92.68% |
12/07/2024 | 1.33% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 336,807 CHF | 113,769 CHF | 94.77% | 94.77% |
11/07/2024 | 1.41% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 317,289 CHF | 107,263 CHF | 92.68% | 92.68% |
10/07/2024 | 1.48% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 301,518 CHF | 102,006 CHF | 91.16% | 91.16% |
09/07/2024 | 1.50% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 298,476 CHF | 100,992 CHF | 94.88% | 94.88% |
08/07/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 310,663 CHF | 105,054 CHF | 90.09% | 90.09% |
05/07/2024 | 1.46% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 306,107 CHF | 103,536 CHF | 93.09% | 93.09% |
04/07/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 304,670 CHF | 103,057 CHF | 87.23% | 87.23% |
03/07/2024 | 1.57% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 285,222 CHF | 96,574 CHF | 96.09% | 96.09% |
02/07/2024 | 1.62% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 276,435 CHF | 93,645 CHF | 97.38% | 97.38% |