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 | 1.05% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 427,530 CHF | 144,010 CHF | 99.12% | 99.12% |
12/07/2024 | 1.13% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 395,755 CHF | 133,418 CHF | 99.41% | 99.41% |
11/07/2024 | 1.20% | 0.88 CHF | 0.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 373,614 CHF | 126,038 CHF | 98.69% | 98.69% |
10/07/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 359,100 CHF | 121,200 CHF | 98.51% | 98.51% |
09/07/2024 | 1.19% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 374,633 CHF | 126,378 CHF | 99.55% | 99.55% |
08/07/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 377,085 CHF | 127,195 CHF | 96.23% | 96.23% |
05/07/2024 | 1.14% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 392,652 CHF | 132,384 CHF | 99.45% | 99.45% |
04/07/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 401,799 CHF | 135,433 CHF | 99.40% | 99.40% |
03/07/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 381,340 CHF | 128,613 CHF | 99.54% | 99.54% |
02/07/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 386,252 CHF | 130,251 CHF | 99.38% | 99.38% |