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 | 1.70% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 262,571 CHF | 89,024 CHF | 97.95% | 97.95% |
12/07/2024 | 1.54% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 289,961 CHF | 98,154 CHF | 99.08% | 99.08% |
11/07/2024 | 1.40% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 318,695 CHF | 107,732 CHF | 95.41% | 95.41% |
10/07/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 328,172 CHF | 110,891 CHF | 88.20% | 88.20% |
09/07/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 323,653 CHF | 109,384 CHF | 99.42% | 99.42% |
08/07/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 323,078 CHF | 109,193 CHF | 95.56% | 95.56% |
05/07/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 322,683 CHF | 109,061 CHF | 96.84% | 96.84% |
04/07/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 321,865 CHF | 108,788 CHF | 99.41% | 99.41% |
03/07/2024 | 1.41% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 317,402 CHF | 107,301 CHF | 97.27% | 97.27% |
02/07/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 325,880 CHF | 110,127 CHF | 94.60% | 94.60% |