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 | 1.50% | 0.66 CHF | 0.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 398,167 CHF | 134,722 CHF | 95.47% | 95.47% |
12/07/2024 | 1.40% | 0.69 CHF | 0.70 CHF | 600,000 | 200,000 | 497,831 | 165,944 | 351,399 CHF | 118,792 CHF | 99.42% | 99.42% |
11/07/2024 | 1.28% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 349,768 CHF | 118,089 CHF | 98.22% | 98.22% |
10/07/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 334,357 CHF | 112,952 CHF | 96.15% | 96.15% |
09/07/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 339,004 CHF | 114,501 CHF | 96.98% | 96.98% |
08/07/2024 | 1.42% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,906 | 150,302 | 314,737 CHF | 106,415 CHF | 93.56% | 93.56% |
05/07/2024 | 1.37% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 455,338 | 151,779 | 331,125 CHF | 111,893 CHF | 96.06% | 96.06% |
04/07/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 332,679 CHF | 112,393 CHF | 99.58% | 99.58% |
03/07/2024 | 1.38% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 324,078 CHF | 109,526 CHF | 98.90% | 98.90% |
02/07/2024 | 1.48% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 569,725 | 189,908 | 381,101 CHF | 128,933 CHF | 99.56% | 99.56% |