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 | 1.62% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 275,381 CHF | 93,294 CHF | 98.25% | 98.25% |
12/07/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 288,526 CHF | 97,675 CHF | 99.59% | 99.59% |
11/07/2024 | 1.46% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 307,126 CHF | 103,875 CHF | 92.67% | 92.67% |
10/07/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 291,646 CHF | 98,715 CHF | 98.50% | 98.50% |
09/07/2024 | 1.56% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 285,600 CHF | 96,700 CHF | 99.03% | 99.03% |
08/07/2024 | 1.56% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 285,812 CHF | 96,771 CHF | 99.58% | 99.58% |
05/07/2024 | 1.80% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 247,289 CHF | 83,930 CHF | 89.69% | 89.69% |
04/07/2024 | 1.77% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 252,270 CHF | 85,590 CHF | 99.20% | 99.20% |
03/07/2024 | 1.84% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 242,837 CHF | 82,446 CHF | 97.73% | 97.73% |
02/07/2024 | 1.92% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 232,107 CHF | 78,869 CHF | 95.41% | 95.41% |