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 | 1.88% | 0.52 CHF | 0.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 157,735 CHF | 53,578 CHF | 90.24% | 90.24% |
12/07/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 162,162 CHF | 55,054 CHF | 97.77% | 97.77% |
11/07/2024 | 1.91% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 233,806 CHF | 79,435 CHF | 95.80% | 95.80% |
10/07/2024 | 1.92% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 231,671 CHF | 78,724 CHF | 95.40% | 95.40% |
09/07/2024 | 1.99% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 224,482 CHF | 76,328 CHF | 96.78% | 96.78% |
08/07/2024 | 1.79% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 249,683 CHF | 84,728 CHF | 95.66% | 95.66% |
05/07/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 241,026 CHF | 81,842 CHF | 91.84% | 91.84% |
04/07/2024 | 1.92% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 232,366 CHF | 78,955 CHF | 88.83% | 88.83% |
03/07/2024 | 2.03% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 219,133 CHF | 74,544 CHF | 94.24% | 94.24% |
02/07/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 208,561 CHF | 71,020 CHF | 95.90% | 95.90% |