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 | 1.28% | 0.78 CHF | 0.79 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 465,244 CHF | 157,081 CHF | 92.97% | 92.97% |
12/07/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 489,292 CHF | 165,097 CHF | 94.15% | 94.15% |
11/07/2024 | 1.15% | 0.84 CHF | 0.85 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 520,241 CHF | 175,414 CHF | 91.29% | 91.29% |
10/07/2024 | 1.11% | 0.88 CHF | 0.89 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 539,701 CHF | 181,900 CHF | 87.23% | 87.23% |
09/07/2024 | 1.09% | 0.93 CHF | 0.94 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 548,071 CHF | 184,690 CHF | 85.57% | 85.57% |
08/07/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 531,406 CHF | 179,135 CHF | 85.26% | 85.26% |
05/07/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 529,082 CHF | 178,361 CHF | 90.44% | 90.44% |
04/07/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 549,134 CHF | 185,045 CHF | 78.08% | 78.08% |
03/07/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 548,038 CHF | 184,679 CHF | 92.36% | 92.36% |
02/07/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 567,310 CHF | 191,103 CHF | 96.41% | 96.41% |