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 | 1.19% | 0.83 CHF | 0.84 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 499,834 CHF | 168,611 CHF | 98.99% | 98.99% |
12/07/2024 | 1.23% | 0.88 CHF | 0.89 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 486,512 CHF | 164,171 CHF | 95.25% | 95.25% |
11/07/2024 | 1.18% | 0.82 CHF | 0.83 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 507,770 CHF | 171,257 CHF | 93.79% | 93.79% |
10/07/2024 | 1.30% | 0.82 CHF | 0.83 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 459,996 CHF | 155,332 CHF | 95.44% | 95.44% |
09/07/2024 | 1.30% | 0.74 CHF | 0.75 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 460,258 CHF | 155,419 CHF | 97.23% | 97.23% |
08/07/2024 | 1.45% | 0.70 CHF | 0.71 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 411,459 CHF | 139,153 CHF | 94.86% | 94.86% |
05/07/2024 | 1.81% | 0.64 CHF | 0.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 329,851 CHF | 111,950 CHF | 86.05% | 86.05% |
04/07/2024 | 1.84% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 323,190 CHF | 109,730 CHF | 99.37% | 99.37% |
03/07/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 321,786 CHF | 109,262 CHF | 89.24% | 89.24% |
02/07/2024 | 2.27% | 0.46 CHF | 0.47 CHF | 750,000 | 250,000 | 743,171 | 247,724 | 323,189 CHF | 110,207 CHF | 97.40% | 97.40% |