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 | 1.83% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 244,190 CHF | 82,897 CHF | 99.27% | 99.27% |
12/07/2024 | 1.89% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 235,508 CHF | 80,003 CHF | 99.27% | 99.27% |
11/07/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 240,508 CHF | 81,669 CHF | 99.27% | 99.27% |
10/07/2024 | 1.91% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 233,391 CHF | 79,297 CHF | 99.27% | 99.27% |
09/07/2024 | 1.87% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 238,380 CHF | 80,960 CHF | 99.27% | 99.27% |
08/07/2024 | 2.02% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 220,507 CHF | 75,002 CHF | 99.24% | 99.24% |
05/07/2024 | 2.12% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 210,288 CHF | 71,596 CHF | 99.27% | 99.27% |
04/07/2024 | 1.90% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 234,876 CHF | 79,792 CHF | 99.27% | 99.27% |
03/07/2024 | 1.92% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 232,651 CHF | 79,050 CHF | 99.27% | 99.27% |
02/07/2024 | 1.93% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 231,057 CHF | 78,519 CHF | 99.27% | 99.27% |