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 | 1.53% | 0.66 CHF | 0.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 388,886 CHF | 131,629 CHF | 98.65% | 98.65% |
12/07/2024 | 1.75% | 0.64 CHF | 0.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 340,357 CHF | 115,452 CHF | 97.22% | 97.22% |
11/07/2024 | 1.53% | 0.60 CHF | 0.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 389,201 CHF | 131,734 CHF | 97.56% | 97.56% |
10/07/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 389,586 CHF | 131,862 CHF | 97.90% | 97.90% |
09/07/2024 | 1.49% | 0.60 CHF | 0.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 401,188 CHF | 135,729 CHF | 98.12% | 98.12% |
08/07/2024 | 1.91% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 615,633 | 205,211 | 319,058 CHF | 108,405 CHF | 97.67% | 97.67% |
05/07/2024 | 2.51% | 0.45 CHF | 0.46 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 295,206 CHF | 100,902 CHF | 93.29% | 93.29% |
04/07/2024 | 2.53% | 0.39 CHF | 0.40 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 292,886 CHF | 100,129 CHF | 99.19% | 99.19% |
03/07/2024 | 2.58% | 0.38 CHF | 0.39 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 286,541 CHF | 98,014 CHF | 97.61% | 97.61% |
02/07/2024 | 2.73% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 271,114 CHF | 92,871 CHF | 95.76% | 95.76% |