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 | 1.33% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 335,912 CHF | 113,471 CHF | 97.92% | 97.92% |
12/07/2024 | 1.45% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 308,701 CHF | 104,400 CHF | 99.08% | 99.08% |
11/07/2024 | 1.59% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 280,687 CHF | 95,062 CHF | 95.40% | 95.40% |
10/07/2024 | 1.64% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 272,826 CHF | 92,442 CHF | 88.20% | 88.20% |
09/07/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 278,243 CHF | 94,248 CHF | 99.42% | 99.42% |
08/07/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 276,436 CHF | 93,645 CHF | 95.56% | 95.56% |
05/07/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 279,687 CHF | 94,729 CHF | 96.85% | 96.85% |
04/07/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 282,732 CHF | 95,744 CHF | 99.41% | 99.41% |
03/07/2024 | 1.56% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 286,783 CHF | 97,094 CHF | 97.27% | 97.27% |
02/07/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 280,011 CHF | 94,837 CHF | 94.60% | 94.60% |