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 | 1.30% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 344,876 CHF | 116,459 CHF | 95.49% | 95.49% |
12/07/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 364,417 CHF | 122,972 CHF | 99.38% | 99.38% |
11/07/2024 | 1.13% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 396,053 CHF | 133,518 CHF | 98.35% | 98.35% |
10/07/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 382,156 CHF | 128,886 CHF | 96.14% | 96.14% |
09/07/2024 | 1.16% | 0.88 CHF | 0.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 385,055 CHF | 129,852 CHF | 97.00% | 97.00% |
08/07/2024 | 1.24% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 360,191 CHF | 121,564 CHF | 93.55% | 93.55% |
05/07/2024 | 1.20% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 373,788 CHF | 126,096 CHF | 96.06% | 96.06% |
04/07/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 377,947 CHF | 127,482 CHF | 99.58% | 99.58% |
03/07/2024 | 1.21% | 0.87 CHF | 0.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 370,426 CHF | 124,975 CHF | 98.93% | 98.93% |
02/07/2024 | 1.29% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 347,854 CHF | 117,451 CHF | 99.51% | 99.51% |