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 | 1.37% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 326,747 CHF | 110,416 CHF | 99.27% | 99.27% |
12/07/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 335,607 CHF | 113,369 CHF | 99.27% | 99.27% |
11/07/2024 | 1.39% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 322,723 CHF | 109,074 CHF | 99.27% | 99.27% |
10/07/2024 | 1.32% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 339,006 CHF | 114,502 CHF | 99.27% | 99.27% |
09/07/2024 | 1.28% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 350,381 CHF | 118,294 CHF | 99.27% | 99.27% |
08/07/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 350,169 CHF | 118,223 CHF | 99.21% | 99.21% |
05/07/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 356,354 CHF | 120,285 CHF | 99.26% | 99.26% |
04/07/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 354,138 CHF | 119,546 CHF | 99.27% | 99.27% |
03/07/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 343,357 CHF | 115,952 CHF | 99.27% | 99.27% |
02/07/2024 | 1.32% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 337,659 CHF | 114,053 CHF | 99.26% | 99.26% |