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 | 1.36% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 329,807 CHF | 111,436 CHF | 98.75% | 98.75% |
12/07/2024 | 1.43% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 313,496 CHF | 105,999 CHF | 98.82% | 98.82% |
11/07/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 315,256 CHF | 106,585 CHF | 98.83% | 98.83% |
10/07/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 305,990 CHF | 103,497 CHF | 98.74% | 98.74% |
09/07/2024 | 1.44% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 310,023 CHF | 104,841 CHF | 98.77% | 98.77% |
08/07/2024 | 1.33% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 335,060 CHF | 113,187 CHF | 98.80% | 98.80% |
05/07/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 334,384 CHF | 112,961 CHF | 98.73% | 98.73% |
04/07/2024 | 1.53% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 292,845 CHF | 99,115 CHF | 98.75% | 98.75% |
03/07/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 282,754 CHF | 95,751 CHF | 98.83% | 98.83% |
02/07/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 258,493 CHF | 87,665 CHF | 98.71% | 98.71% |