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 | 1.08% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 415,874 CHF | 140,125 CHF | 93.38% | 93.38% |
12/07/2024 | 1.15% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 388,883 CHF | 131,128 CHF | 94.38% | 94.38% |
11/07/2024 | 1.27% | 0.82 CHF | 0.83 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 470,005 CHF | 158,668 CHF | 90.56% | 90.56% |
10/07/2024 | 1.35% | 0.76 CHF | 0.77 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 440,420 CHF | 148,807 CHF | 87.08% | 87.08% |
09/07/2024 | 1.39% | 0.70 CHF | 0.71 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 427,680 CHF | 144,560 CHF | 84.50% | 84.50% |
08/07/2024 | 1.32% | 0.73 CHF | 0.74 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 451,649 CHF | 152,550 CHF | 85.98% | 85.98% |
05/07/2024 | 1.30% | 0.75 CHF | 0.76 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 458,492 CHF | 154,830 CHF | 91.20% | 91.20% |
04/07/2024 | 1.39% | 0.73 CHF | 0.74 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 429,786 CHF | 145,262 CHF | 80.02% | 80.02% |
03/07/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 433,865 CHF | 146,622 CHF | 91.68% | 91.68% |
02/07/2024 | 1.48% | 0.68 CHF | 0.69 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 403,429 CHF | 136,476 CHF | 96.55% | 96.55% |