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 | 1.40% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 318,912 CHF | 107,804 CHF | 93.53% | 93.53% |
12/07/2024 | 1.56% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 286,395 CHF | 96,965 CHF | 94.35% | 94.35% |
11/07/2024 | 1.81% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 246,725 CHF | 83,742 CHF | 90.60% | 90.60% |
10/07/2024 | 2.00% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 453,069 | 151,023 | 223,948 CHF | 76,160 CHF | 87.13% | 87.13% |
09/07/2024 | 2.09% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 477,748 | 159,249 | 225,731 CHF | 76,836 CHF | 84.57% | 84.57% |
08/07/2024 | 1.91% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 232,963 CHF | 79,154 CHF | 85.73% | 85.73% |
05/07/2024 | 1.87% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 238,685 CHF | 81,062 CHF | 91.19% | 91.19% |
04/07/2024 | 2.06% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 517,117 | 172,372 | 247,762 CHF | 84,311 CHF | 80.00% | 80.00% |
03/07/2024 | 2.03% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 544,161 | 181,387 | 264,310 CHF | 89,917 CHF | 91.65% | 91.65% |
02/07/2024 | 2.29% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 596,826 | 198,942 | 258,797 CHF | 88,255 CHF | 96.56% | 96.56% |