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% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 298,003 CHF | 101,334 CHF | 98.42% | 98.42% |
12/07/2024 | 2.34% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 254,763 CHF | 86,921 CHF | 98.09% | 98.09% |
11/07/2024 | 1.99% | 0.45 CHF | 0.46 CHF | 750,000 | 250,000 | 680,550 | 226,850 | 337,950 CHF | 114,918 CHF | 97.50% | 97.50% |
10/07/2024 | 1.98% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 745,596 | 248,532 | 373,172 CHF | 126,876 CHF | 98.16% | 98.16% |
09/07/2024 | 1.90% | 0.46 CHF | 0.47 CHF | 750,000 | 250,000 | 625,768 | 208,589 | 325,764 CHF | 110,674 CHF | 97.69% | 97.69% |
08/07/2024 | 2.55% | 0.42 CHF | 0.43 CHF | 750,000 | 250,000 | 749,953 | 250,000 | 291,766 CHF | 99,761 CHF | 97.31% | 97.31% |
05/07/2024 | 3.53% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 881,950 | 294,038 | 245,519 CHF | 84,796 CHF | 94.01% | 94.01% |
04/07/2024 | 3.55% | 0.28 CHF | 0.29 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 249,187 CHF | 86,062 CHF | 99.19% | 99.19% |
03/07/2024 | 3.64% | 0.27 CHF | 0.28 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 242,622 CHF | 83,874 CHF | 97.64% | 97.64% |
02/07/2024 | 3.90% | 0.25 CHF | 0.26 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 226,239 CHF | 78,413 CHF | 95.13% | 95.13% |