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 | 1.83% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 243,449 CHF | 82,650 CHF | 99.31% | 99.31% |
12/07/2024 | 1.80% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 247,188 CHF | 83,896 CHF | 99.43% | 99.43% |
11/07/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 238,164 CHF | 80,888 CHF | 99.53% | 99.53% |
10/07/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 455,244 | 151,748 | 237,351 CHF | 80,634 CHF | 99.53% | 99.53% |
09/07/2024 | 1.98% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 507,063 | 169,021 | 252,302 CHF | 85,791 CHF | 99.51% | 99.51% |
08/07/2024 | 1.81% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 247,179 CHF | 83,893 CHF | 99.60% | 99.60% |
05/07/2024 | 1.80% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 247,760 CHF | 84,087 CHF | 99.56% | 99.56% |
04/07/2024 | 1.76% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 253,128 CHF | 85,876 CHF | 99.34% | 99.34% |
03/07/2024 | 1.99% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 517,416 | 172,472 | 256,766 CHF | 87,313 CHF | 99.11% | 99.11% |
02/07/2024 | 2.30% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 257,962 CHF | 87,988 CHF | 99.58% | 99.58% |