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 | 1.28% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 348,648 CHF | 117,716 CHF | 99.49% | 99.49% |
12/07/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 352,823 CHF | 119,108 CHF | 99.57% | 99.57% |
11/07/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 341,364 CHF | 115,288 CHF | 99.66% | 99.66% |
10/07/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 336,954 CHF | 113,818 CHF | 99.54% | 99.54% |
09/07/2024 | 1.37% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 325,709 CHF | 110,070 CHF | 99.51% | 99.51% |
08/07/2024 | 1.27% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 352,069 CHF | 118,856 CHF | 99.58% | 99.58% |
05/07/2024 | 1.27% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 351,984 CHF | 118,828 CHF | 99.50% | 99.50% |
04/07/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 358,818 CHF | 121,106 CHF | 99.33% | 99.33% |
03/07/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 324,075 CHF | 109,525 CHF | 99.08% | 99.08% |
02/07/2024 | 1.56% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 286,004 CHF | 96,835 CHF | 99.58% | 99.58% |