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 | 1.25% | 0.83 CHF | 0.84 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 596,169 CHF | 201,223 CHF | 99.43% | 99.43% |
12/07/2024 | 1.53% | 0.70 CHF | 0.71 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 485,498 CHF | 164,333 CHF | 99.42% | 99.42% |
11/07/2024 | 1.44% | 0.67 CHF | 0.68 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 619,440 CHF | 209,480 CHF | 99.39% | 99.39% |
10/07/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 662,856 CHF | 223,952 CHF | 99.48% | 99.48% |
09/07/2024 | 1.07% | 0.86 CHF | 0.87 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 699,679 CHF | 235,726 CHF | 97.27% | 97.27% |
08/07/2024 | 1.07% | 0.96 CHF | 0.97 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 699,555 CHF | 235,685 CHF | 99.45% | 99.45% |
05/07/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 697,592 CHF | 235,030 CHF | 99.52% | 99.52% |
04/07/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 684,027 CHF | 230,509 CHF | 99.56% | 99.56% |
03/07/2024 | 1.06% | 0.91 CHF | 0.92 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 703,012 CHF | 236,837 CHF | 99.40% | 99.40% |
02/07/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 748,443 CHF | 251,981 CHF | 98.40% | 98.40% |