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 | 3.65% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 161,585 CHF | 55,862 CHF | 93.59% | 93.59% |
12/07/2024 | 3.70% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 159,373 CHF | 55,124 CHF | 93.29% | 93.29% |
11/07/2024 | 4.04% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 145,636 CHF | 50,545 CHF | 94.63% | 94.63% |
10/07/2024 | 3.87% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 152,097 CHF | 52,699 CHF | 96.09% | 96.09% |
09/07/2024 | 3.47% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 170,421 CHF | 58,807 CHF | 91.51% | 91.51% |
08/07/2024 | 3.46% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 170,268 CHF | 58,756 CHF | 95.75% | 95.75% |
05/07/2024 | 3.36% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 175,704 CHF | 60,568 CHF | 92.69% | 92.69% |
04/07/2024 | 3.43% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 172,033 CHF | 59,344 CHF | 90.50% | 90.50% |
03/07/2024 | 3.46% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 170,382 CHF | 58,794 CHF | 97.05% | 97.05% |
02/07/2024 | 3.16% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 186,705 CHF | 64,235 CHF | 94.93% | 94.93% |