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 | 1.02% | 0.97 CHF | 0.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 438,006 CHF | 147,502 CHF | 99.38% | 99.38% |
12/07/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 439,204 CHF | 147,901 CHF | 99.38% | 99.38% |
11/07/2024 | 1.05% | 0.97 CHF | 0.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 426,592 CHF | 143,697 CHF | 99.37% | 99.37% |
10/07/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 432,720 CHF | 145,740 CHF | 99.38% | 99.38% |
09/07/2024 | 0.98% | 0.97 CHF | 0.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 458,641 CHF | 154,380 CHF | 99.38% | 99.38% |
08/07/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 452,717 CHF | 152,406 CHF | 99.38% | 99.38% |
05/07/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 455,872 CHF | 153,457 CHF | 99.38% | 99.38% |
04/07/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 432,993 CHF | 145,831 CHF | 98.59% | 98.59% |
03/07/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 422,517 CHF | 142,339 CHF | 99.38% | 99.38% |
02/07/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 337,854 CHF | 114,118 CHF | 99.37% | 99.37% |