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 | 1.57% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 285,428 CHF | 96,643 CHF | 99.01% | 99.01% |
12/07/2024 | 1.72% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 259,037 CHF | 87,846 CHF | 99.44% | 99.44% |
11/07/2024 | 1.85% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 241,483 CHF | 81,994 CHF | 98.76% | 98.76% |
10/07/2024 | 1.96% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 453,237 | 151,079 | 228,495 CHF | 77,676 CHF | 98.51% | 98.51% |
09/07/2024 | 1.85% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 240,636 CHF | 81,712 CHF | 99.56% | 99.56% |
08/07/2024 | 1.82% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 244,553 CHF | 83,018 CHF | 96.26% | 96.26% |
05/07/2024 | 1.75% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 254,902 CHF | 86,467 CHF | 99.47% | 99.47% |
04/07/2024 | 1.70% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 262,872 CHF | 89,124 CHF | 99.40% | 99.40% |
03/07/2024 | 1.81% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 246,071 CHF | 83,524 CHF | 99.58% | 99.58% |
02/07/2024 | 1.77% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 251,427 CHF | 85,309 CHF | 99.41% | 99.41% |