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 | 1.38% | 0.73 CHF | 0.74 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 180,460 CHF | 182,960 CHF | 89.14% | 89.14% |
12/07/2024 | 1.48% | 0.69 CHF | 0.70 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 167,516 CHF | 170,016 CHF | 99.01% | 99.01% |
11/07/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 159,600 CHF | 162,100 CHF | 99.09% | 99.09% |
10/07/2024 | 1.70% | 0.61 CHF | 0.62 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 145,479 CHF | 147,979 CHF | 100.00% | 100.00% |
09/07/2024 | 3.92% | 0.56 CHF | 0.57 CHF | 250,000 | 250,000 | 151,716 | 151,716 | 84,897 CHF | 87,976 CHF | 100.00% | 100.00% |
08/07/2024 | 1.82% | 0.54 CHF | 0.55 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 136,203 CHF | 138,703 CHF | 99.37% | 99.37% |
05/07/2024 | 1.75% | 0.54 CHF | 0.55 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 141,345 CHF | 143,845 CHF | 98.26% | 98.26% |
04/07/2024 | 4.70% | 0.54 CHF | 0.55 CHF | 250,000 | 250,000 | 134,218 | 134,218 | 70,410 CHF | 73,645 CHF | 99.37% | 99.37% |
03/07/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 147,310 CHF | 149,810 CHF | 100.00% | 100.00% |
02/07/2024 | 1.66% | 0.61 CHF | 0.62 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 149,695 CHF | 152,195 CHF | 100.00% | 100.00% |