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 | 2.28% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 195,234 CHF | 66,578 CHF | 99.38% | 99.38% |
12/07/2024 | 2.49% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 432,470 | 150,000 | 172,621 CHF | 61,060 CHF | 92.42% | 92.66% |
11/07/2024 | 4.77% | 0.24 CHF | 0.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 41,222 CHF | 43,222 CHF | 99.37% | 99.37% |
10/07/2024 | 5.16% | 0.20 CHF | 0.21 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 37,809 CHF | 39,809 CHF | 99.37% | 99.37% |
09/07/2024 | 4.59% | 0.19 CHF | 0.20 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 42,596 CHF | 44,596 CHF | 99.38% | 99.38% |
08/07/2024 | 4.58% | 0.22 CHF | 0.23 CHF | 200,000 | 200,000 | 497,609 | 200,000 | 105,867 CHF | 44,738 CHF | 99.16% | 99.38% |
05/07/2024 | 4.15% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 141,667 CHF | 49,222 CHF | 99.38% | 99.38% |
04/07/2024 | 4.44% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 132,219 CHF | 46,073 CHF | 98.59% | 98.59% |
03/07/2024 | 4.54% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 129,353 CHF | 45,118 CHF | 99.38% | 99.38% |
02/07/2024 | 4.19% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 140,385 CHF | 48,795 CHF | 99.37% | 99.37% |