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 | 1.99% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 224,052 CHF | 76,184 CHF | 99.27% | 99.27% |
12/07/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 234,958 CHF | 79,820 CHF | 99.27% | 99.27% |
11/07/2024 | 2.00% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 222,830 CHF | 75,777 CHF | 99.27% | 99.27% |
10/07/2024 | 1.89% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 236,132 CHF | 80,211 CHF | 99.27% | 99.27% |
09/07/2024 | 1.82% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 245,613 CHF | 83,371 CHF | 99.27% | 99.27% |
08/07/2024 | 1.81% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 245,954 CHF | 83,485 CHF | 99.21% | 99.21% |
05/07/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 249,849 CHF | 84,783 CHF | 99.27% | 99.27% |
04/07/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 249,349 CHF | 84,616 CHF | 99.27% | 99.27% |
03/07/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 241,171 CHF | 81,890 CHF | 99.27% | 99.27% |
02/07/2024 | 1.87% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 237,909 CHF | 80,803 CHF | 99.27% | 99.27% |