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 | 1.15% | 0.85 CHF | 0.86 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 130,237 CHF | 131,737 CHF | 99.95% | 99.95% |
12/07/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 126,111 CHF | 127,611 CHF | 95.53% | 95.53% |
11/07/2024 | 1.17% | 0.83 CHF | 0.84 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 126,965 CHF | 128,465 CHF | 90.64% | 90.64% |
10/07/2024 | 1.21% | 0.84 CHF | 0.85 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 123,125 CHF | 124,625 CHF | 91.91% | 91.91% |
09/07/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 150,000 | 150,000 | 149,995 | 150,000 | 125,667 CHF | 127,171 CHF | 98.87% | 98.87% |
08/07/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 128,936 CHF | 130,436 CHF | 95.68% | 95.68% |
05/07/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 127,138 CHF | 128,638 CHF | 98.30% | 98.30% |
04/07/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 124,920 CHF | 126,420 CHF | 99.99% | 99.99% |
03/07/2024 | 1.16% | 0.83 CHF | 0.84 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 128,179 CHF | 129,679 CHF | 98.56% | 98.56% |
02/07/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 135,773 CHF | 137,273 CHF | 95.56% | 95.56% |