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 | 1.73% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 258,382 CHF | 87,627 CHF | 99.53% | 99.53% |
12/07/2024 | 1.79% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 249,546 CHF | 84,682 CHF | 97.72% | 97.72% |
11/07/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 235,040 CHF | 79,847 CHF | 99.45% | 99.45% |
10/07/2024 | 1.91% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 232,832 CHF | 79,111 CHF | 94.56% | 94.56% |
09/07/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 241,594 CHF | 82,031 CHF | 99.15% | 99.15% |
08/07/2024 | 1.74% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 257,157 CHF | 87,219 CHF | 98.89% | 98.89% |
05/07/2024 | 1.78% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 251,022 CHF | 85,174 CHF | 99.56% | 99.56% |
04/07/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 256,063 CHF | 86,854 CHF | 99.58% | 99.58% |
03/07/2024 | 1.78% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 251,233 CHF | 85,244 CHF | 99.55% | 99.55% |
02/07/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 251,299 CHF | 85,266 CHF | 99.56% | 99.56% |