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 | 1.65% | 0.60 CHF | 0.61 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 210,907 CHF | 91,889 CHF | 98.86% | 98.86% |
12/07/2024 | 1.66% | 0.59 CHF | 0.60 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 209,228 CHF | 91,169 CHF | 99.26% | 99.26% |
11/07/2024 | 2.24% | 0.57 CHF | 0.58 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 155,316 CHF | 68,064 CHF | 97.91% | 97.91% |
10/07/2024 | 2.29% | 0.49 CHF | 0.50 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 151,197 CHF | 66,299 CHF | 99.21% | 99.21% |
09/07/2024 | 2.30% | 0.42 CHF | 0.43 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 150,765 CHF | 66,114 CHF | 98.23% | 98.23% |
08/07/2024 | 2.35% | 0.43 CHF | 0.44 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 147,055 CHF | 64,524 CHF | 99.20% | 99.20% |
05/07/2024 | 2.09% | 0.43 CHF | 0.44 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 165,986 CHF | 72,637 CHF | 99.20% | 99.20% |
04/07/2024 | 2.04% | 0.48 CHF | 0.49 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 169,875 CHF | 74,304 CHF | 99.23% | 99.23% |
03/07/2024 | 2.34% | 0.51 CHF | 0.52 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 148,922 CHF | 65,324 CHF | 99.12% | 99.12% |
02/07/2024 | 1.86% | 0.51 CHF | 0.52 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 186,498 CHF | 81,428 CHF | 98.87% | 98.87% |