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 | 1.13% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 395,380 CHF | 133,293 CHF | 99.27% | 99.27% |
12/07/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 405,814 CHF | 136,771 CHF | 99.27% | 99.27% |
11/07/2024 | 1.14% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 391,531 CHF | 132,010 CHF | 99.27% | 99.27% |
10/07/2024 | 1.09% | 0.88 CHF | 0.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 409,471 CHF | 137,990 CHF | 99.27% | 99.27% |
09/07/2024 | 1.06% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 420,396 CHF | 141,632 CHF | 99.27% | 99.27% |
08/07/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 420,679 CHF | 141,726 CHF | 99.20% | 99.20% |
05/07/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 425,349 CHF | 143,283 CHF | 99.26% | 99.26% |
04/07/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 423,830 CHF | 142,777 CHF | 99.27% | 99.27% |
03/07/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 413,567 CHF | 139,356 CHF | 99.27% | 99.27% |
02/07/2024 | 1.10% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 405,381 CHF | 136,627 CHF | 99.26% | 99.26% |