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 | 1.47% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 304,319 CHF | 102,940 CHF | 99.55% | 99.55% |
12/07/2024 | 1.49% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 299,628 CHF | 101,376 CHF | 99.71% | 99.71% |
11/07/2024 | 1.52% | 0.62 CHF | 0.63 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 391,374 CHF | 132,458 CHF | 99.52% | 99.52% |
10/07/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 396,008 CHF | 134,003 CHF | 99.59% | 99.59% |
09/07/2024 | 1.59% | 0.64 CHF | 0.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 375,042 CHF | 127,014 CHF | 99.55% | 99.55% |
08/07/2024 | 1.64% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 363,608 CHF | 123,203 CHF | 99.56% | 99.56% |
05/07/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 389,222 CHF | 131,741 CHF | 99.53% | 99.53% |
04/07/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 385,418 CHF | 130,473 CHF | 99.57% | 99.57% |
03/07/2024 | 1.56% | 0.65 CHF | 0.66 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 380,991 CHF | 128,997 CHF | 99.48% | 99.48% |
02/07/2024 | 1.59% | 0.61 CHF | 0.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 374,471 CHF | 126,824 CHF | 99.58% | 99.58% |