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 | 1.70% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 262,436 CHF | 88,979 CHF | 99.17% | 99.17% |
12/07/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 264,413 CHF | 89,638 CHF | 99.16% | 99.16% |
11/07/2024 | 1.66% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 268,637 CHF | 91,046 CHF | 99.17% | 99.17% |
10/07/2024 | 1.83% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 244,635 CHF | 83,045 CHF | 99.16% | 99.16% |
09/07/2024 | 1.72% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 259,955 CHF | 88,152 CHF | 99.17% | 99.17% |
08/07/2024 | 1.62% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 275,440 CHF | 93,313 CHF | 99.15% | 99.15% |
05/07/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 280,327 CHF | 94,942 CHF | 99.15% | 99.15% |
04/07/2024 | 1.56% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 285,365 CHF | 96,622 CHF | 99.17% | 99.17% |
03/07/2024 | 1.56% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 286,802 CHF | 97,101 CHF | 99.15% | 99.15% |
02/07/2024 | 1.80% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 247,874 CHF | 84,125 CHF | 99.16% | 99.16% |