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 | 1.28% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 233,542 CHF | 78,847 CHF | 99.59% | 99.59% |
12/07/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 245,124 CHF | 82,708 CHF | 99.59% | 99.59% |
11/07/2024 | 1.16% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 318,627 | 106,209 | 273,144 CHF | 92,110 CHF | 93.78% | 93.78% |
10/07/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 246,962 CHF | 83,321 CHF | 98.49% | 98.49% |
09/07/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 243,061 CHF | 82,020 CHF | 99.03% | 99.03% |
08/07/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 302,888 | 100,963 | 247,091 CHF | 83,373 CHF | 99.58% | 99.58% |
05/07/2024 | 1.40% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 319,954 CHF | 108,151 CHF | 89.81% | 89.81% |
04/07/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 325,540 CHF | 110,013 CHF | 99.20% | 99.20% |
03/07/2024 | 1.43% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 313,520 CHF | 106,007 CHF | 97.73% | 97.73% |
02/07/2024 | 1.49% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 299,277 CHF | 101,259 CHF | 95.41% | 95.41% |