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 | 1.10% | 0.95 CHF | 0.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 407,285 CHF | 137,262 CHF | 99.49% | 99.49% |
12/07/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 406,088 CHF | 136,863 CHF | 99.45% | 99.45% |
11/07/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 401,410 CHF | 135,303 CHF | 99.30% | 99.30% |
10/07/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 379,965 CHF | 128,155 CHF | 99.34% | 99.34% |
09/07/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 356,418 CHF | 120,306 CHF | 99.53% | 99.53% |
08/07/2024 | 1.25% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 358,100 CHF | 120,867 CHF | 99.26% | 99.26% |
05/07/2024 | 1.23% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 364,622 CHF | 123,041 CHF | 99.52% | 99.52% |
04/07/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 371,876 CHF | 125,459 CHF | 99.57% | 99.57% |
03/07/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 364,363 CHF | 122,954 CHF | 99.56% | 99.56% |
02/07/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 348,312 CHF | 117,604 CHF | 99.58% | 99.58% |