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 | 1.88% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 236,762 CHF | 80,421 CHF | 93.45% | 93.45% |
12/07/2024 | 1.89% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 236,536 CHF | 80,345 CHF | 93.18% | 93.18% |
11/07/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 224,392 CHF | 76,297 CHF | 94.60% | 94.60% |
10/07/2024 | 1.91% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 233,289 CHF | 79,263 CHF | 96.10% | 96.10% |
09/07/2024 | 1.79% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 249,875 CHF | 84,792 CHF | 91.37% | 91.37% |
08/07/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 249,810 CHF | 84,770 CHF | 95.76% | 95.76% |
05/07/2024 | 1.75% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 255,541 CHF | 86,680 CHF | 92.51% | 92.51% |
04/07/2024 | 1.77% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 251,921 CHF | 85,474 CHF | 90.47% | 90.47% |
03/07/2024 | 1.78% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 250,448 CHF | 84,983 CHF | 96.97% | 96.97% |
02/07/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 263,652 CHF | 89,384 CHF | 94.81% | 94.81% |