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 | 1.42% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 314,793 CHF | 106,431 CHF | 99.27% | 99.27% |
12/07/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 324,572 CHF | 109,691 CHF | 99.27% | 99.27% |
11/07/2024 | 1.38% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 324,548 CHF | 109,683 CHF | 99.27% | 99.27% |
10/07/2024 | 1.47% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 304,069 CHF | 102,856 CHF | 99.27% | 99.27% |
09/07/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 314,130 CHF | 106,210 CHF | 99.27% | 99.27% |
08/07/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 290,940 CHF | 98,480 CHF | 99.24% | 99.24% |
05/07/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 280,291 CHF | 94,930 CHF | 99.27% | 99.27% |
04/07/2024 | 1.42% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 315,276 CHF | 106,592 CHF | 99.27% | 99.27% |
03/07/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 312,785 CHF | 105,762 CHF | 99.27% | 99.27% |
02/07/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 306,110 CHF | 103,537 CHF | 99.27% | 99.27% |