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 | 1.19% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 375,964 CHF | 126,821 CHF | 99.13% | 99.13% |
12/07/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 378,742 CHF | 127,747 CHF | 98.89% | 98.89% |
11/07/2024 | 1.26% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 356,337 CHF | 120,279 CHF | 99.01% | 99.01% |
10/07/2024 | 1.28% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 348,563 CHF | 117,688 CHF | 99.10% | 99.10% |
09/07/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 341,630 CHF | 115,377 CHF | 99.11% | 99.11% |
08/07/2024 | 1.06% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 421,316 CHF | 141,939 CHF | 99.09% | 99.09% |
05/07/2024 | 1.03% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 435,054 CHF | 146,518 CHF | 98.70% | 98.70% |
04/07/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 432,929 CHF | 145,810 CHF | 98.80% | 98.80% |
03/07/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 419,183 CHF | 141,228 CHF | 99.06% | 99.06% |
02/07/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 389,144 CHF | 131,215 CHF | 99.15% | 99.15% |