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 | 1.14% | 0.90 CHF | 0.91 CHF | 300,000 | 100,000 | 395,924 | 131,975 | 346,071 CHF | 116,677 CHF | 99.60% | 99.60% |
12/07/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 300,000 | 100,000 | 304,908 | 101,636 | 277,894 CHF | 93,648 CHF | 99.59% | 99.59% |
11/07/2024 | 1.04% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 339,601 | 113,200 | 323,940 CHF | 109,112 CHF | 92.74% | 92.74% |
10/07/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 436,715 | 145,572 | 402,973 CHF | 135,780 CHF | 98.50% | 98.50% |
09/07/2024 | 1.10% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 438,746 | 146,249 | 396,989 CHF | 133,792 CHF | 99.03% | 99.03% |
08/07/2024 | 1.09% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 398,370 | 132,790 | 361,431 CHF | 121,805 CHF | 99.58% | 99.58% |
05/07/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 363,235 CHF | 122,578 CHF | 89.72% | 89.72% |
04/07/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 368,895 CHF | 124,465 CHF | 99.20% | 99.20% |
03/07/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 358,561 CHF | 121,020 CHF | 97.73% | 97.73% |
02/07/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 345,387 CHF | 116,629 CHF | 95.42% | 95.42% |