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 | 2.87% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 205,943 CHF | 70,648 CHF | 97.85% | 97.85% |
12/07/2024 | 3.53% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 208,869 CHF | 72,123 CHF | 99.01% | 99.01% |
11/07/2024 | 4.40% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 167,574 CHF | 58,358 CHF | 97.28% | 97.28% |
10/07/2024 | 4.66% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 157,358 CHF | 54,953 CHF | 89.31% | 89.31% |
09/07/2024 | 4.44% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 165,048 CHF | 57,516 CHF | 99.35% | 99.35% |
08/07/2024 | 4.56% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 160,969 CHF | 56,156 CHF | 97.54% | 97.54% |
05/07/2024 | 4.40% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 166,736 CHF | 58,079 CHF | 96.88% | 96.88% |
04/07/2024 | 4.27% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 172,052 CHF | 59,851 CHF | 99.37% | 99.37% |
03/07/2024 | 4.12% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 178,266 CHF | 61,922 CHF | 97.62% | 97.62% |
02/07/2024 | 4.34% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 169,192 CHF | 58,898 CHF | 94.67% | 94.67% |