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 | 1.89% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 315,358 CHF | 107,119 CHF | 92.94% | 92.94% |
12/07/2024 | 1.75% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 339,483 CHF | 115,161 CHF | 94.15% | 94.15% |
11/07/2024 | 1.61% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 370,588 CHF | 125,529 CHF | 91.29% | 91.29% |
10/07/2024 | 1.53% | 0.63 CHF | 0.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 390,355 CHF | 132,118 CHF | 87.23% | 87.23% |
09/07/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 398,746 CHF | 134,915 CHF | 85.58% | 85.58% |
08/07/2024 | 1.56% | 0.65 CHF | 0.66 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 382,225 CHF | 129,408 CHF | 85.27% | 85.27% |
05/07/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 379,522 CHF | 128,507 CHF | 90.46% | 90.46% |
04/07/2024 | 1.49% | 0.66 CHF | 0.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 399,757 CHF | 135,252 CHF | 78.08% | 78.08% |
03/07/2024 | 1.49% | 0.66 CHF | 0.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 398,806 CHF | 134,935 CHF | 92.36% | 92.36% |
02/07/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 418,468 CHF | 141,489 CHF | 96.41% | 96.41% |