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 | 1.83% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 325,080 CHF | 110,360 CHF | 99.45% | 99.45% |
12/07/2024 | 1.88% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 316,282 CHF | 107,427 CHF | 95.06% | 95.06% |
11/07/2024 | 1.78% | 0.54 CHF | 0.55 CHF | 750,000 | 250,000 | 609,566 | 203,189 | 339,925 CHF | 115,340 CHF | 94.37% | 94.37% |
10/07/2024 | 2.03% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 726,565 | 242,188 | 354,162 CHF | 120,476 CHF | 95.09% | 95.09% |
09/07/2024 | 2.01% | 0.47 CHF | 0.48 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 370,419 CHF | 125,973 CHF | 97.13% | 97.13% |
08/07/2024 | 2.33% | 0.44 CHF | 0.45 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 318,534 CHF | 108,678 CHF | 94.94% | 94.94% |
05/07/2024 | 3.11% | 0.39 CHF | 0.40 CHF | 750,000 | 250,000 | 785,867 | 261,956 | 249,943 CHF | 85,934 CHF | 85.86% | 85.86% |
04/07/2024 | 3.18% | 0.30 CHF | 0.31 CHF | 900,000 | 300,000 | 895,825 | 298,608 | 277,416 CHF | 95,458 CHF | 99.37% | 99.37% |
03/07/2024 | 3.18% | 0.31 CHF | 0.32 CHF | 900,000 | 300,000 | 865,937 | 288,646 | 267,599 CHF | 92,086 CHF | 88.56% | 88.56% |
02/07/2024 | 4.12% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 214,041 CHF | 74,347 CHF | 97.47% | 97.47% |