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 | 1.61% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 277,070 CHF | 93,857 CHF | 94.81% | 94.81% |
12/07/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 283,415 CHF | 95,972 CHF | 99.19% | 99.19% |
11/07/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 287,534 CHF | 97,345 CHF | 98.06% | 98.06% |
10/07/2024 | 1.41% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 318,020 CHF | 107,507 CHF | 99.33% | 99.33% |
09/07/2024 | 1.34% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 334,398 CHF | 112,966 CHF | 99.37% | 99.37% |
08/07/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 321,649 CHF | 108,716 CHF | 98.73% | 98.73% |
05/07/2024 | 1.34% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 332,457 CHF | 112,319 CHF | 98.76% | 98.76% |
04/07/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 329,383 CHF | 111,294 CHF | 99.37% | 99.37% |
03/07/2024 | 1.36% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 329,315 CHF | 111,272 CHF | 99.17% | 99.17% |
02/07/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 326,183 CHF | 110,228 CHF | 99.20% | 99.20% |