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 | 4.05% | 0.42 CHF | 0.43 CHF | 300,000 | 300,000 | 114,887 | 114,887 | 49,359 CHF | 50,971 CHF | 94.59% | 94.59% |
12/07/2024 | 3.65% | 0.45 CHF | 0.46 CHF | 300,000 | 300,000 | 112,972 | 112,972 | 53,068 CHF | 54,665 CHF | 97.99% | 97.99% |
11/07/2024 | 3.85% | 0.50 CHF | 0.51 CHF | 300,000 | 300,000 | 112,345 | 112,345 | 52,280 CHF | 53,872 CHF | 99.20% | 99.20% |
10/07/2024 | 3.64% | 0.47 CHF | 0.48 CHF | 300,000 | 300,000 | 114,278 | 114,278 | 54,144 CHF | 55,751 CHF | 95.62% | 95.62% |
09/07/2024 | 3.57% | 0.50 CHF | 0.51 CHF | 300,000 | 300,000 | 112,090 | 112,090 | 55,197 CHF | 56,787 CHF | 99.60% | 99.60% |
08/07/2024 | 3.52% | 0.51 CHF | 0.52 CHF | 300,000 | 300,000 | 112,060 | 112,060 | 57,132 CHF | 58,722 CHF | 99.59% | 99.59% |
05/07/2024 | 3.18% | 0.53 CHF | 0.54 CHF | 300,000 | 300,000 | 114,526 | 114,526 | 61,767 CHF | 63,376 CHF | 95.20% | 95.20% |
04/07/2024 | 3.51% | 0.55 CHF | 0.57 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 33,592 CHF | 34,792 CHF | 88.74% | 88.74% |
03/07/2024 | 3.04% | 0.57 CHF | 0.58 CHF | 300,000 | 300,000 | 112,108 | 112,108 | 64,357 CHF | 65,948 CHF | 99.63% | 99.63% |
02/07/2024 | 2.85% | 0.58 CHF | 0.59 CHF | 200,000 | 200,000 | 74,736 | 74,736 | 45,212 CHF | 46,272 CHF | 99.62% | 99.62% |