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 | 1.36% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 329,377 CHF | 111,292 CHF | 92.45% | 92.45% |
12/07/2024 | 1.36% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 327,544 CHF | 110,681 CHF | 94.99% | 94.99% |
11/07/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 310,535 CHF | 105,012 CHF | 92.71% | 92.71% |
10/07/2024 | 1.50% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 297,170 CHF | 100,557 CHF | 91.22% | 91.22% |
09/07/2024 | 1.51% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 294,994 CHF | 99,831 CHF | 94.91% | 94.91% |
08/07/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 304,857 CHF | 103,119 CHF | 90.16% | 90.16% |
05/07/2024 | 1.48% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 301,511 CHF | 102,004 CHF | 93.21% | 93.21% |
04/07/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 301,110 CHF | 101,870 CHF | 87.27% | 87.27% |
03/07/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 284,926 CHF | 96,475 CHF | 96.20% | 96.20% |
02/07/2024 | 1.61% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 277,639 CHF | 94,046 CHF | 97.34% | 97.34% |