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 | 1.79% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 332,834 CHF | 112,945 CHF | 92.16% | 92.16% |
12/07/2024 | 1.74% | 0.58 CHF | 0.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 341,261 CHF | 115,754 CHF | 94.18% | 94.18% |
11/07/2024 | 1.84% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 323,844 CHF | 109,948 CHF | 93.91% | 93.91% |
10/07/2024 | 1.82% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 326,313 CHF | 110,771 CHF | 89.20% | 89.20% |
09/07/2024 | 1.91% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 310,725 CHF | 105,575 CHF | 92.55% | 92.55% |
08/07/2024 | 1.77% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 335,322 CHF | 113,774 CHF | 90.91% | 90.91% |
05/07/2024 | 1.74% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 342,380 CHF | 116,127 CHF | 98.58% | 98.58% |
04/07/2024 | 1.98% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 300,793 CHF | 102,264 CHF | 88.95% | 88.95% |
03/07/2024 | 2.05% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 290,291 CHF | 98,764 CHF | 95.10% | 95.10% |
02/07/2024 | 2.19% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 270,975 CHF | 92,325 CHF | 94.61% | 94.61% |