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 | 1.27% | 0.80 CHF | 0.81 CHF | 900,000 | 300,000 | 889,705 | 296,568 | 698,726 CHF | 235,874 CHF | 99.50% | 99.50% |
12/07/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 698,848 CHF | 235,949 CHF | 99.52% | 99.52% |
11/07/2024 | 1.16% | 0.81 CHF | 0.82 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 640,487 CHF | 215,996 CHF | 99.39% | 99.39% |
10/07/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 659,016 CHF | 222,172 CHF | 99.45% | 99.45% |
09/07/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 667,927 CHF | 225,142 CHF | 86.63% | 86.63% |
08/07/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 659,868 CHF | 222,456 CHF | 99.44% | 99.44% |
05/07/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 660,844 CHF | 222,781 CHF | 99.53% | 99.53% |
04/07/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 662,967 CHF | 223,489 CHF | 99.57% | 99.57% |
03/07/2024 | 1.09% | 0.90 CHF | 0.91 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 683,610 CHF | 230,370 CHF | 99.49% | 99.49% |
02/07/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 695,832 CHF | 234,444 CHF | 99.53% | 99.53% |