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 | 1.66% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 268,503 CHF | 91,001 CHF | 94.82% | 94.82% |
12/07/2024 | 1.62% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 274,724 CHF | 93,075 CHF | 99.29% | 99.29% |
11/07/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 278,856 CHF | 94,452 CHF | 98.15% | 98.15% |
10/07/2024 | 1.44% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 310,238 CHF | 104,913 CHF | 99.36% | 99.36% |
09/07/2024 | 1.36% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 328,823 CHF | 111,108 CHF | 99.39% | 99.39% |
08/07/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 315,976 CHF | 106,825 CHF | 98.70% | 98.70% |
05/07/2024 | 1.36% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 328,156 CHF | 110,885 CHF | 98.83% | 98.83% |
04/07/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 325,184 CHF | 109,895 CHF | 99.37% | 99.37% |
03/07/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 325,532 CHF | 110,011 CHF | 99.28% | 99.28% |
02/07/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 322,293 CHF | 108,931 CHF | 99.21% | 99.21% |