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 | 1.46% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 305,549 CHF | 103,350 CHF | 99.55% | 99.55% |
12/07/2024 | 1.39% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 321,721 CHF | 108,740 CHF | 99.69% | 99.69% |
11/07/2024 | 1.48% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 301,852 CHF | 102,117 CHF | 98.99% | 98.99% |
10/07/2024 | 1.54% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 290,009 CHF | 98,170 CHF | 99.59% | 99.59% |
09/07/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 281,996 CHF | 95,499 CHF | 99.52% | 99.52% |
08/07/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 294,870 CHF | 99,790 CHF | 99.57% | 99.57% |
05/07/2024 | 1.57% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 285,117 CHF | 96,539 CHF | 99.53% | 99.53% |
04/07/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 285,246 CHF | 96,582 CHF | 99.58% | 99.58% |
03/07/2024 | 1.43% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 312,617 CHF | 105,706 CHF | 99.54% | 99.54% |
02/07/2024 | 1.43% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 312,808 CHF | 105,769 CHF | 99.30% | 99.30% |