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 | 1.09% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 409,680 CHF | 138,060 CHF | 95.49% | 95.49% |
12/07/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 431,185 CHF | 145,228 CHF | 99.46% | 99.46% |
11/07/2024 | 0.96% | 1.01 CHF | 1.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 466,386 CHF | 156,962 CHF | 98.31% | 98.31% |
10/07/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 450,189 CHF | 151,563 CHF | 96.14% | 96.14% |
09/07/2024 | 0.99% | 1.03 CHF | 1.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 453,637 CHF | 152,712 CHF | 96.99% | 96.99% |
08/07/2024 | 1.05% | 0.98 CHF | 0.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 427,132 CHF | 143,877 CHF | 93.55% | 93.55% |
05/07/2024 | 1.01% | 0.94 CHF | 0.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 441,484 CHF | 148,661 CHF | 96.07% | 96.07% |
04/07/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 448,527 CHF | 151,009 CHF | 99.57% | 99.57% |
03/07/2024 | 1.02% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 437,457 CHF | 147,319 CHF | 98.89% | 98.89% |
02/07/2024 | 1.09% | 0.99 CHF | 1.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 412,338 CHF | 138,946 CHF | 99.57% | 99.57% |