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 | 2.89% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 205,137 CHF | 70,379 CHF | 92.96% | 92.96% |
12/07/2024 | 2.58% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 229,387 CHF | 78,462 CHF | 94.14% | 94.14% |
11/07/2024 | 2.28% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 260,365 CHF | 88,788 CHF | 91.29% | 91.29% |
10/07/2024 | 2.12% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 280,513 CHF | 95,504 CHF | 87.23% | 87.23% |
09/07/2024 | 2.06% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 288,225 CHF | 98,075 CHF | 85.55% | 85.55% |
08/07/2024 | 2.18% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 272,741 CHF | 92,914 CHF | 85.26% | 85.26% |
05/07/2024 | 2.20% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 269,774 CHF | 91,925 CHF | 90.46% | 90.46% |
04/07/2024 | 2.05% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 290,115 CHF | 98,705 CHF | 78.08% | 78.08% |
03/07/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 288,761 CHF | 98,254 CHF | 92.35% | 92.35% |
02/07/2024 | 1.93% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 308,947 CHF | 104,982 CHF | 96.41% | 96.41% |