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 | 1.99% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 298,060 CHF | 101,353 CHF | 97.73% | 97.73% |
12/07/2024 | 2.32% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 255,676 CHF | 87,225 CHF | 98.93% | 98.93% |
11/07/2024 | 2.82% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 210,528 CHF | 72,176 CHF | 97.22% | 97.22% |
10/07/2024 | 2.96% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 199,879 CHF | 68,626 CHF | 89.28% | 89.28% |
09/07/2024 | 2.88% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 205,410 CHF | 70,470 CHF | 99.39% | 99.39% |
08/07/2024 | 2.88% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 205,609 CHF | 70,536 CHF | 97.55% | 97.55% |
05/07/2024 | 2.81% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 210,721 CHF | 72,240 CHF | 96.83% | 96.83% |
04/07/2024 | 2.77% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 213,308 CHF | 73,103 CHF | 99.37% | 99.37% |
03/07/2024 | 2.69% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 220,128 CHF | 75,376 CHF | 97.87% | 97.87% |
02/07/2024 | 2.82% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 209,585 CHF | 71,862 CHF | 94.69% | 94.69% |