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 | 0.88% | 1.15 CHF | 1.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 510,204 CHF | 171,568 CHF | 97.95% | 97.95% |
12/07/2024 | 0.93% | 1.10 CHF | 1.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 483,859 CHF | 162,786 CHF | 99.08% | 99.08% |
11/07/2024 | 0.98% | 1.05 CHF | 1.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 455,029 CHF | 153,176 CHF | 95.40% | 95.40% |
10/07/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 447,887 CHF | 150,796 CHF | 88.20% | 88.20% |
09/07/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 452,475 CHF | 152,325 CHF | 99.41% | 99.41% |
08/07/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 451,172 CHF | 151,890 CHF | 95.55% | 95.55% |
05/07/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 455,047 CHF | 153,182 CHF | 96.84% | 96.84% |
04/07/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 458,173 CHF | 154,224 CHF | 99.41% | 99.41% |
03/07/2024 | 0.97% | 1.01 CHF | 1.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 462,177 CHF | 155,559 CHF | 97.27% | 97.27% |
02/07/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 455,596 CHF | 153,365 CHF | 94.60% | 94.60% |