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 | 1.76% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 253,902 CHF | 86,134 CHF | 98.29% | 98.29% |
12/07/2024 | 2.09% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 213,057 CHF | 72,519 CHF | 95.43% | 95.43% |
11/07/2024 | 1.91% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 233,579 CHF | 79,360 CHF | 98.56% | 98.56% |
10/07/2024 | 1.77% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 251,580 CHF | 85,360 CHF | 98.45% | 98.45% |
09/07/2024 | 1.79% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 249,792 CHF | 84,764 CHF | 98.66% | 98.66% |
08/07/2024 | 1.84% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 242,371 CHF | 82,290 CHF | 96.52% | 96.52% |
05/07/2024 | 1.89% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 235,590 CHF | 80,030 CHF | 95.65% | 95.65% |
04/07/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 259,032 CHF | 87,844 CHF | 95.24% | 95.24% |
03/07/2024 | 1.56% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 285,829 CHF | 96,777 CHF | 98.23% | 98.23% |
02/07/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 280,854 CHF | 95,118 CHF | 98.18% | 98.18% |