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 | 1.40% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 319,519 CHF | 108,006 CHF | 99.60% | 99.60% |
12/07/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 333,314 CHF | 112,605 CHF | 99.59% | 99.59% |
11/07/2024 | 1.28% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 351,156 CHF | 118,552 CHF | 93.77% | 93.77% |
10/07/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 335,939 CHF | 113,480 CHF | 98.49% | 98.49% |
09/07/2024 | 1.36% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 329,212 CHF | 111,237 CHF | 99.03% | 99.03% |
08/07/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 329,544 CHF | 111,348 CHF | 99.58% | 99.58% |
05/07/2024 | 1.53% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 291,625 CHF | 98,709 CHF | 89.76% | 89.76% |
04/07/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 297,062 CHF | 100,521 CHF | 99.20% | 99.20% |
03/07/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 287,349 CHF | 97,283 CHF | 97.73% | 97.73% |
02/07/2024 | 1.62% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 275,890 CHF | 93,463 CHF | 95.42% | 95.42% |