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 | 1.23% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 365,306 CHF | 123,269 CHF | 98.28% | 98.28% |
12/07/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 324,564 CHF | 109,688 CHF | 95.43% | 95.43% |
11/07/2024 | 1.30% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 344,920 CHF | 116,473 CHF | 98.56% | 98.56% |
10/07/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 363,096 CHF | 122,532 CHF | 98.44% | 98.44% |
09/07/2024 | 1.24% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 361,335 CHF | 121,945 CHF | 98.69% | 98.69% |
08/07/2024 | 1.27% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 353,535 CHF | 119,345 CHF | 96.52% | 96.52% |
05/07/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 347,082 CHF | 117,194 CHF | 95.65% | 95.65% |
04/07/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 370,537 CHF | 125,012 CHF | 95.24% | 95.24% |
03/07/2024 | 1.13% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 397,215 CHF | 133,905 CHF | 98.22% | 98.22% |
02/07/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 391,961 CHF | 132,154 CHF | 98.18% | 98.18% |