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 | 1.68% | 0.62 CHF | 0.63 CHF | 750,000 | 250,000 | 750,347 | 250,116 | 443,294 CHF | 150,266 CHF | 98.22% | 98.22% |
12/07/2024 | 2.32% | 0.51 CHF | 0.52 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 386,184 CHF | 131,728 CHF | 98.78% | 98.78% |
11/07/2024 | 1.56% | 0.63 CHF | 0.64 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 636,994 CHF | 258,797 CHF | 98.42% | 98.42% |
10/07/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 633,200 CHF | 257,280 CHF | 99.05% | 99.05% |
09/07/2024 | 1.81% | 0.60 CHF | 0.61 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 548,744 CHF | 223,497 CHF | 99.12% | 99.12% |
08/07/2024 | 1.91% | 0.57 CHF | 0.58 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 517,863 CHF | 211,145 CHF | 98.93% | 98.93% |
05/07/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 1,000,000 | 400,000 | 999,967 | 400,000 | 526,134 CHF | 214,460 CHF | 98.88% | 98.88% |
04/07/2024 | 2.03% | 0.50 CHF | 0.51 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 488,477 CHF | 199,391 CHF | 99.36% | 99.36% |
03/07/2024 | 2.32% | 0.48 CHF | 0.49 CHF | 1,000,000 | 400,000 | 999,773 | 400,000 | 427,900 CHF | 175,199 CHF | 98.88% | 98.88% |
02/07/2024 | 3.89% | 0.36 CHF | 0.37 CHF | 1,000,000 | 400,000 | 1,000,000 | 473,716 | 260,483 CHF | 125,940 CHF | 97.30% | 97.30% |