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 | 1.04% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 429,195 CHF | 144,565 CHF | 99.27% | 99.27% |
12/07/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 438,298 CHF | 147,599 CHF | 99.27% | 99.27% |
11/07/2024 | 1.01% | 1.01 CHF | 1.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 442,335 CHF | 148,945 CHF | 99.27% | 99.27% |
10/07/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 427,017 CHF | 143,839 CHF | 99.27% | 99.27% |
09/07/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 434,294 CHF | 146,265 CHF | 99.27% | 99.27% |
08/07/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 413,846 CHF | 139,449 CHF | 99.24% | 99.24% |
05/07/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 404,803 CHF | 136,434 CHF | 99.27% | 99.27% |
04/07/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 433,335 CHF | 145,945 CHF | 99.27% | 99.27% |
03/07/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 432,063 CHF | 145,521 CHF | 99.27% | 99.27% |
02/07/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 425,957 CHF | 143,486 CHF | 99.27% | 99.27% |