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% | 0.87 CHF | 0.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 414,242 CHF | 139,581 CHF | 99.38% | 99.38% |
12/07/2024 | 1.11% | 0.95 CHF | 0.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 403,707 CHF | 136,069 CHF | 99.38% | 99.38% |
11/07/2024 | 1.20% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 373,944 CHF | 126,148 CHF | 99.38% | 99.38% |
10/07/2024 | 1.21% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 368,217 CHF | 124,239 CHF | 99.37% | 99.37% |
09/07/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 378,531 CHF | 127,677 CHF | 99.38% | 99.38% |
08/07/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 383,261 CHF | 129,254 CHF | 99.38% | 99.38% |
05/07/2024 | 1.14% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 393,925 CHF | 132,808 CHF | 99.38% | 99.38% |
04/07/2024 | 1.19% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 376,074 CHF | 126,858 CHF | 98.59% | 98.59% |
03/07/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 374,050 CHF | 126,183 CHF | 99.37% | 99.37% |
02/07/2024 | 1.27% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 352,617 CHF | 119,039 CHF | 99.37% | 99.37% |