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 | 5.65% | 0.18 CHF | 0.19 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 103,824 CHF | 36,608 CHF | 92.96% | 92.96% |
12/07/2024 | 4.59% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 127,905 CHF | 44,635 CHF | 94.15% | 94.15% |
11/07/2024 | 3.70% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 159,288 CHF | 55,096 CHF | 91.30% | 91.30% |
10/07/2024 | 3.29% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 179,696 CHF | 61,899 CHF | 87.23% | 87.23% |
09/07/2024 | 3.14% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 188,135 CHF | 64,712 CHF | 85.57% | 85.57% |
08/07/2024 | 3.44% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 171,805 CHF | 59,268 CHF | 85.27% | 85.27% |
05/07/2024 | 3.50% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 168,739 CHF | 58,246 CHF | 90.47% | 90.47% |
04/07/2024 | 3.13% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 188,679 CHF | 64,893 CHF | 78.10% | 78.10% |
03/07/2024 | 3.15% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 187,587 CHF | 64,529 CHF | 92.36% | 92.36% |
02/07/2024 | 2.85% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 208,268 CHF | 71,423 CHF | 96.41% | 96.41% |