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 | 1.63% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 274,402 CHF | 92,967 CHF | 98.92% | 98.92% |
12/07/2024 | 1.76% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 254,250 CHF | 86,250 CHF | 98.98% | 98.98% |
11/07/2024 | 2.00% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 223,430 CHF | 75,977 CHF | 98.93% | 98.93% |
10/07/2024 | 2.19% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,473 | 150,158 | 203,477 CHF | 69,327 CHF | 99.16% | 99.16% |
09/07/2024 | 2.19% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 467,386 | 155,795 | 211,179 CHF | 71,951 CHF | 99.06% | 99.06% |
08/07/2024 | 1.91% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 233,083 CHF | 79,195 CHF | 99.09% | 99.09% |
05/07/2024 | 1.81% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 246,755 CHF | 83,752 CHF | 99.09% | 99.09% |
04/07/2024 | 1.95% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 228,443 CHF | 77,648 CHF | 99.06% | 99.06% |
03/07/2024 | 2.04% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 218,862 CHF | 74,454 CHF | 99.22% | 99.22% |
02/07/2024 | 2.10% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 455,134 | 151,711 | 214,634 CHF | 73,062 CHF | 99.17% | 99.17% |