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 | 1.90% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 234,366 CHF | 79,622 CHF | 99.54% | 99.54% |
12/07/2024 | 1.97% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 226,749 CHF | 77,083 CHF | 97.69% | 97.69% |
11/07/2024 | 2.09% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 213,596 CHF | 72,699 CHF | 99.41% | 99.41% |
10/07/2024 | 2.08% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 214,084 CHF | 72,862 CHF | 94.54% | 94.54% |
09/07/2024 | 2.03% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 219,539 CHF | 74,680 CHF | 99.11% | 99.11% |
08/07/2024 | 1.90% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 234,900 CHF | 79,800 CHF | 98.89% | 98.89% |
05/07/2024 | 1.95% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 228,477 CHF | 77,659 CHF | 99.58% | 99.58% |
04/07/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 233,333 CHF | 79,278 CHF | 99.57% | 99.57% |
03/07/2024 | 1.94% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 229,209 CHF | 77,903 CHF | 99.54% | 99.54% |
02/07/2024 | 1.95% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 228,799 CHF | 77,766 CHF | 99.56% | 99.56% |