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 | 1.84% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 243,058 CHF | 82,519 CHF | 97.95% | 97.95% |
12/07/2024 | 2.07% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 214,799 CHF | 73,100 CHF | 99.08% | 99.08% |
11/07/2024 | 2.37% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 187,984 CHF | 64,161 CHF | 95.40% | 95.40% |
10/07/2024 | 2.49% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 178,610 CHF | 61,037 CHF | 88.20% | 88.20% |
09/07/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 184,623 CHF | 63,041 CHF | 99.42% | 99.42% |
08/07/2024 | 2.44% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 182,495 CHF | 62,332 CHF | 95.56% | 95.56% |
05/07/2024 | 2.39% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 186,395 CHF | 63,632 CHF | 96.84% | 96.84% |
04/07/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 188,874 CHF | 64,458 CHF | 99.41% | 99.41% |
03/07/2024 | 2.30% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 193,107 CHF | 65,869 CHF | 97.27% | 97.27% |
02/07/2024 | 2.39% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 185,753 CHF | 63,418 CHF | 94.60% | 94.60% |