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 | 1.52% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 293,933 CHF | 99,478 CHF | 99.47% | 99.47% |
12/07/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 297,844 CHF | 100,781 CHF | 99.32% | 99.32% |
11/07/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 287,567 CHF | 97,356 CHF | 99.53% | 99.53% |
10/07/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 283,530 CHF | 96,010 CHF | 99.55% | 99.55% |
09/07/2024 | 1.64% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 272,890 CHF | 92,463 CHF | 99.56% | 99.56% |
08/07/2024 | 1.50% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 297,618 CHF | 100,706 CHF | 99.56% | 99.56% |
05/07/2024 | 1.50% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 297,824 CHF | 100,775 CHF | 99.53% | 99.53% |
04/07/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 303,762 CHF | 102,754 CHF | 99.34% | 99.34% |
03/07/2024 | 1.64% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 271,956 CHF | 92,152 CHF | 99.13% | 99.13% |
02/07/2024 | 1.88% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 460,740 | 153,580 | 242,712 CHF | 82,440 CHF | 99.57% | 99.57% |