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 | 2.17% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 654,491 | 218,164 | 297,325 CHF | 101,290 CHF | 98.50% | 98.50% |
12/07/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 750,000 | 250,000 | 743,851 | 247,950 | 332,573 CHF | 113,337 CHF | 99.02% | 99.02% |
11/07/2024 | 1.89% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 314,937 CHF | 106,979 CHF | 97.86% | 97.86% |
10/07/2024 | 1.81% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 328,453 CHF | 111,484 CHF | 98.98% | 98.98% |
09/07/2024 | 1.81% | 0.58 CHF | 0.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 329,433 CHF | 111,811 CHF | 98.88% | 98.88% |
08/07/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 325,392 CHF | 110,464 CHF | 98.99% | 98.99% |
05/07/2024 | 1.80% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 330,842 CHF | 112,281 CHF | 98.66% | 98.66% |
04/07/2024 | 1.80% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 330,838 CHF | 112,279 CHF | 99.37% | 99.37% |
03/07/2024 | 1.70% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 349,991 CHF | 118,664 CHF | 99.10% | 99.10% |
02/07/2024 | 1.85% | 0.57 CHF | 0.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 321,268 CHF | 109,089 CHF | 98.99% | 98.99% |