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% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 364,655 CHF | 123,052 CHF | 98.28% | 98.28% |
12/07/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 405,632 CHF | 136,711 CHF | 95.40% | 95.40% |
11/07/2024 | 1.16% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 384,599 CHF | 129,700 CHF | 98.56% | 98.56% |
10/07/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 365,392 CHF | 123,297 CHF | 98.44% | 98.44% |
09/07/2024 | 1.22% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 367,219 CHF | 123,906 CHF | 98.66% | 98.66% |
08/07/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 374,411 CHF | 126,304 CHF | 96.52% | 96.52% |
05/07/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 382,961 CHF | 129,154 CHF | 95.66% | 95.66% |
04/07/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 359,461 CHF | 121,320 CHF | 95.24% | 95.24% |
03/07/2024 | 1.34% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 332,748 CHF | 112,416 CHF | 98.23% | 98.23% |
02/07/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 336,391 CHF | 113,630 CHF | 98.18% | 98.18% |