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 | 1.18% | 0.88 CHF | 0.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 378,023 CHF | 127,508 CHF | 99.49% | 99.49% |
12/07/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 377,108 CHF | 127,203 CHF | 99.41% | 99.41% |
11/07/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 374,032 CHF | 126,177 CHF | 99.29% | 99.29% |
10/07/2024 | 1.27% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 352,992 CHF | 119,164 CHF | 99.37% | 99.37% |
09/07/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 467,776 | 155,925 | 343,761 CHF | 116,146 CHF | 99.56% | 99.56% |
08/07/2024 | 1.35% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,456 | 150,152 | 331,633 CHF | 112,046 CHF | 99.25% | 99.25% |
05/07/2024 | 1.32% | 0.71 CHF | 0.72 CHF | 600,000 | 200,000 | 474,913 | 158,304 | 357,973 CHF | 120,907 CHF | 99.54% | 99.54% |
04/07/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 346,531 CHF | 117,010 CHF | 99.58% | 99.58% |
03/07/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 338,436 CHF | 114,312 CHF | 99.48% | 99.48% |
02/07/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 600,000 | 200,000 | 597,165 | 199,055 | 428,251 CHF | 144,741 CHF | 99.55% | 99.55% |