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 | 1.19% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 375,781 CHF | 126,760 CHF | 98.97% | 98.97% |
12/07/2024 | 1.30% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 344,957 CHF | 116,486 CHF | 99.41% | 99.41% |
11/07/2024 | 1.38% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 323,589 CHF | 109,363 CHF | 98.72% | 98.72% |
10/07/2024 | 1.46% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 307,015 CHF | 103,838 CHF | 98.51% | 98.51% |
09/07/2024 | 1.39% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 322,434 CHF | 108,978 CHF | 99.55% | 99.55% |
08/07/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 326,162 CHF | 110,221 CHF | 96.24% | 96.24% |
05/07/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 339,823 CHF | 114,774 CHF | 99.48% | 99.48% |
04/07/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 348,096 CHF | 117,532 CHF | 99.39% | 99.39% |
03/07/2024 | 1.36% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 328,033 CHF | 110,844 CHF | 99.48% | 99.48% |
02/07/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 332,979 CHF | 112,493 CHF | 99.41% | 99.41% |