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 | 1.00% | 0.99 CHF | 1.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 449,716 CHF | 151,405 CHF | 99.38% | 99.38% |
12/07/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 448,800 CHF | 151,100 CHF | 99.38% | 99.38% |
11/07/2024 | 1.02% | 1.00 CHF | 1.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 437,342 CHF | 147,281 CHF | 99.37% | 99.37% |
10/07/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 444,318 CHF | 149,606 CHF | 99.38% | 99.38% |
09/07/2024 | 0.96% | 1.00 CHF | 1.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 466,907 CHF | 157,136 CHF | 99.38% | 99.38% |
08/07/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 460,090 CHF | 154,863 CHF | 99.38% | 99.38% |
05/07/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 463,584 CHF | 156,028 CHF | 99.38% | 99.38% |
04/07/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 441,227 CHF | 148,576 CHF | 98.59% | 98.59% |
03/07/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 429,249 CHF | 144,583 CHF | 99.38% | 99.38% |
02/07/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 348,157 CHF | 117,552 CHF | 99.37% | 99.37% |