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 | 0.86% | 1.15 CHF | 1.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 522,150 CHF | 175,550 CHF | 98.29% | 98.29% |
12/07/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 562,976 CHF | 189,159 CHF | 95.40% | 95.40% |
11/07/2024 | 0.83% | 1.25 CHF | 1.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 541,604 CHF | 182,035 CHF | 98.56% | 98.56% |
10/07/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 522,332 CHF | 175,611 CHF | 98.45% | 98.45% |
09/07/2024 | 0.86% | 1.13 CHF | 1.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 523,953 CHF | 176,151 CHF | 98.68% | 98.68% |
08/07/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 530,968 CHF | 178,489 CHF | 96.52% | 96.52% |
05/07/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 539,737 CHF | 181,412 CHF | 95.65% | 95.65% |
04/07/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 516,416 CHF | 173,639 CHF | 95.24% | 95.24% |
03/07/2024 | 0.92% | 1.13 CHF | 1.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 489,404 CHF | 164,635 CHF | 98.21% | 98.21% |
02/07/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 492,581 CHF | 165,694 CHF | 98.19% | 98.19% |