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 | 1.43% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 312,943 CHF | 105,814 CHF | 90.15% | 90.15% |
12/07/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 320,036 CHF | 108,179 CHF | 97.58% | 97.58% |
11/07/2024 | 1.43% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 311,813 CHF | 105,438 CHF | 95.80% | 95.80% |
10/07/2024 | 1.44% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 311,094 CHF | 105,198 CHF | 95.45% | 95.45% |
09/07/2024 | 1.48% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 302,855 CHF | 102,452 CHF | 96.69% | 96.69% |
08/07/2024 | 1.37% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 326,171 CHF | 110,224 CHF | 96.24% | 96.24% |
05/07/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 320,593 CHF | 108,364 CHF | 91.95% | 91.95% |
04/07/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 316,734 CHF | 107,078 CHF | 88.83% | 88.83% |
03/07/2024 | 1.47% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 303,989 CHF | 102,830 CHF | 94.29% | 94.29% |
02/07/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 294,892 CHF | 99,797 CHF | 95.90% | 95.90% |