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 | 0.83% | 1.18 CHF | 1.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 537,427 CHF | 180,642 CHF | 98.73% | 98.73% |
12/07/2024 | 0.86% | 1.24 CHF | 1.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 520,851 CHF | 175,117 CHF | 98.82% | 98.82% |
11/07/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 522,274 CHF | 175,591 CHF | 98.80% | 98.80% |
10/07/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 512,554 CHF | 172,351 CHF | 98.76% | 98.76% |
09/07/2024 | 0.87% | 1.09 CHF | 1.10 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 516,480 CHF | 173,660 CHF | 98.78% | 98.78% |
08/07/2024 | 0.83% | 1.17 CHF | 1.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 541,325 CHF | 181,942 CHF | 98.80% | 98.80% |
05/07/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 540,981 CHF | 181,827 CHF | 98.74% | 98.74% |
04/07/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 499,170 CHF | 167,890 CHF | 98.78% | 98.78% |
03/07/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 489,120 CHF | 164,540 CHF | 98.83% | 98.83% |
02/07/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 464,265 CHF | 156,255 CHF | 98.71% | 98.71% |