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 | 1.46% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 306,159 CHF | 103,553 CHF | 99.48% | 99.48% |
12/07/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 308,770 CHF | 104,423 CHF | 99.41% | 99.41% |
11/07/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 298,746 CHF | 101,082 CHF | 99.35% | 99.35% |
10/07/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 295,129 CHF | 99,877 CHF | 99.55% | 99.55% |
09/07/2024 | 1.57% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 283,798 CHF | 96,099 CHF | 99.53% | 99.53% |
08/07/2024 | 1.45% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 308,193 CHF | 104,231 CHF | 99.54% | 99.54% |
05/07/2024 | 1.45% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 307,986 CHF | 104,162 CHF | 99.54% | 99.54% |
04/07/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 315,111 CHF | 106,537 CHF | 99.34% | 99.34% |
03/07/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 283,158 CHF | 95,886 CHF | 99.17% | 99.17% |
02/07/2024 | 1.80% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 248,210 CHF | 84,237 CHF | 99.58% | 99.58% |