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 | 2.42% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 245,426 CHF | 83,809 CHF | 99.61% | 99.61% |
12/07/2024 | 2.43% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 243,489 CHF | 83,163 CHF | 99.56% | 99.56% |
11/07/2024 | 2.51% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 235,853 CHF | 80,618 CHF | 99.50% | 99.50% |
10/07/2024 | 2.63% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 635,034 | 211,678 | 238,040 CHF | 81,464 CHF | 99.61% | 99.61% |
09/07/2024 | 2.70% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 684,331 | 228,110 | 249,351 CHF | 85,398 CHF | 99.59% | 99.59% |
08/07/2024 | 2.15% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 275,968 CHF | 93,989 CHF | 99.57% | 99.57% |
05/07/2024 | 2.08% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 285,874 CHF | 97,291 CHF | 99.46% | 99.46% |
04/07/2024 | 2.02% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 293,825 CHF | 99,942 CHF | 99.58% | 99.58% |
03/07/2024 | 2.28% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 260,066 CHF | 88,689 CHF | 99.46% | 99.46% |
02/07/2024 | 2.76% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 268,248 CHF | 91,916 CHF | 99.60% | 99.60% |