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 | 1.93% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 230,732 CHF | 78,411 CHF | 90.19% | 90.19% |
12/07/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 237,168 CHF | 80,556 CHF | 97.53% | 97.53% |
11/07/2024 | 1.94% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 229,531 CHF | 78,010 CHF | 95.80% | 95.80% |
10/07/2024 | 1.94% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 229,418 CHF | 77,973 CHF | 95.46% | 95.46% |
09/07/2024 | 2.00% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 222,470 CHF | 75,657 CHF | 96.72% | 96.72% |
08/07/2024 | 1.83% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 243,150 CHF | 82,550 CHF | 95.43% | 95.43% |
05/07/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 238,241 CHF | 80,914 CHF | 91.83% | 91.83% |
04/07/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 235,858 CHF | 80,119 CHF | 88.84% | 88.84% |
03/07/2024 | 1.99% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 224,276 CHF | 76,259 CHF | 94.32% | 94.32% |
02/07/2024 | 2.05% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 217,186 CHF | 73,895 CHF | 95.91% | 95.91% |