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 | 1.39% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 322,460 CHF | 108,987 CHF | 95.65% | 95.65% |
12/07/2024 | 1.28% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 348,997 CHF | 117,832 CHF | 99.32% | 99.32% |
11/07/2024 | 1.16% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 386,394 CHF | 130,298 CHF | 98.23% | 98.23% |
10/07/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 367,692 CHF | 124,064 CHF | 96.12% | 96.12% |
09/07/2024 | 1.20% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 371,650 CHF | 125,383 CHF | 96.96% | 96.96% |
08/07/2024 | 1.31% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 342,167 CHF | 115,556 CHF | 93.55% | 93.55% |
05/07/2024 | 1.24% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 361,465 CHF | 121,988 CHF | 96.10% | 96.10% |
04/07/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 367,642 CHF | 124,047 CHF | 99.56% | 99.56% |
03/07/2024 | 1.27% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 352,766 CHF | 119,089 CHF | 98.90% | 98.90% |
02/07/2024 | 1.37% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 326,182 CHF | 110,227 CHF | 99.51% | 99.51% |