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 | 2.37% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 250,388 CHF | 85,463 CHF | 92.97% | 92.97% |
12/07/2024 | 2.19% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 270,774 CHF | 92,258 CHF | 94.26% | 94.26% |
11/07/2024 | 2.09% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 284,322 CHF | 96,774 CHF | 94.51% | 94.51% |
10/07/2024 | 2.10% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 282,861 CHF | 96,287 CHF | 95.87% | 95.87% |
09/07/2024 | 2.07% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 287,534 CHF | 97,845 CHF | 96.27% | 96.27% |
08/07/2024 | 1.85% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 321,327 CHF | 109,109 CHF | 96.47% | 96.47% |
05/07/2024 | 1.97% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 302,226 CHF | 102,742 CHF | 95.25% | 95.25% |
04/07/2024 | 1.97% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 302,342 CHF | 102,781 CHF | 93.41% | 93.41% |
03/07/2024 | 1.97% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 301,856 CHF | 102,619 CHF | 94.65% | 94.65% |
02/07/2024 | 1.99% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 298,920 CHF | 101,640 CHF | 97.84% | 97.84% |