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 | 4.86% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 906,635 | 306,635 | 182,185 CHF | 64,591 CHF | 99.10% | 99.10% |
12/07/2024 | 4.85% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 900,050 | 300,050 | 181,228 CHF | 63,416 CHF | 99.05% | 99.05% |
11/07/2024 | 3.85% | 0.24 CHF | 0.25 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 229,501 CHF | 79,500 CHF | 97.74% | 97.74% |
10/07/2024 | 3.67% | 0.24 CHF | 0.25 CHF | 900,000 | 300,000 | 872,580 | 290,860 | 233,449 CHF | 80,725 CHF | 99.13% | 99.13% |
09/07/2024 | 3.59% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 868,234 | 289,411 | 237,429 CHF | 82,037 CHF | 99.03% | 99.03% |
08/07/2024 | 3.74% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 889,521 | 296,507 | 233,623 CHF | 80,839 CHF | 98.53% | 98.53% |
05/07/2024 | 3.64% | 0.27 CHF | 0.28 CHF | 900,000 | 300,000 | 787,154 | 262,385 | 212,489 CHF | 73,453 CHF | 98.85% | 98.85% |
04/07/2024 | 3.62% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 870,515 | 290,172 | 236,087 CHF | 81,598 CHF | 99.37% | 99.37% |
03/07/2024 | 3.32% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 222,469 CHF | 76,656 CHF | 98.92% | 98.92% |
02/07/2024 | 3.75% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 882,633 | 294,211 | 231,125 CHF | 79,984 CHF | 98.95% | 98.95% |