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 | 3.77% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 721,416 | 240,472 | 187,870 CHF | 65,028 CHF | 92.14% | 92.14% |
12/07/2024 | 3.70% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 635,390 | 211,797 | 168,603 CHF | 58,319 CHF | 93.78% | 93.78% |
11/07/2024 | 4.00% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 184,041 CHF | 63,847 CHF | 92.89% | 92.89% |
10/07/2024 | 3.88% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 189,613 CHF | 65,704 CHF | 88.21% | 88.21% |
09/07/2024 | 4.16% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 176,774 CHF | 61,425 CHF | 93.62% | 93.62% |
08/07/2024 | 3.66% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 201,230 CHF | 69,577 CHF | 90.06% | 90.06% |
05/07/2024 | 3.54% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 746,523 | 248,841 | 207,447 CHF | 71,638 CHF | 97.32% | 97.32% |
04/07/2024 | 4.37% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 167,939 CHF | 58,480 CHF | 88.95% | 88.95% |
03/07/2024 | 4.63% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 158,310 CHF | 55,270 CHF | 95.36% | 95.36% |
02/07/2024 | 4.99% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 771,856 | 257,285 | 150,838 CHF | 52,852 CHF | 95.45% | 95.45% |