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 | 2.49% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 178,940 CHF | 61,147 CHF | 98.93% | 98.93% |
12/07/2024 | 2.73% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 561,408 | 187,136 | 202,735 CHF | 69,450 CHF | 99.23% | 99.23% |
11/07/2024 | 3.21% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 184,079 CHF | 63,360 CHF | 98.98% | 98.98% |
10/07/2024 | 3.61% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 163,602 CHF | 56,534 CHF | 99.15% | 99.15% |
09/07/2024 | 3.59% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 164,872 CHF | 56,957 CHF | 99.10% | 99.10% |
08/07/2024 | 2.99% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 197,468 CHF | 67,823 CHF | 99.09% | 99.09% |
05/07/2024 | 2.77% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 213,984 CHF | 73,328 CHF | 99.03% | 99.03% |
04/07/2024 | 3.04% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 194,106 CHF | 66,702 CHF | 99.06% | 99.06% |
03/07/2024 | 3.21% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 184,180 CHF | 63,393 CHF | 99.08% | 99.08% |
02/07/2024 | 3.32% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 177,729 CHF | 61,243 CHF | 99.16% | 99.16% |