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 | 1.46% | 0.68 CHF | 0.69 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 409,481 CHF | 138,494 CHF | 99.02% | 99.02% |
12/07/2024 | 1.51% | 0.73 CHF | 0.74 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 394,790 CHF | 133,597 CHF | 95.98% | 95.98% |
11/07/2024 | 1.44% | 0.67 CHF | 0.68 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 415,075 CHF | 140,358 CHF | 94.57% | 94.57% |
10/07/2024 | 1.61% | 0.67 CHF | 0.68 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 371,026 CHF | 125,675 CHF | 94.92% | 94.92% |
09/07/2024 | 1.60% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 371,513 CHF | 125,838 CHF | 97.02% | 97.02% |
08/07/2024 | 1.82% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 326,593 CHF | 110,864 CHF | 95.47% | 95.47% |
05/07/2024 | 2.33% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 738,384 | 246,132 | 313,732 CHF | 107,041 CHF | 85.97% | 85.97% |
04/07/2024 | 2.40% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 309,248 CHF | 105,583 CHF | 99.37% | 99.37% |
03/07/2024 | 2.40% | 0.41 CHF | 0.42 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 309,291 CHF | 105,597 CHF | 89.36% | 89.36% |
02/07/2024 | 3.04% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 749,937 | 250,000 | 243,496 CHF | 83,673 CHF | 96.95% | 96.95% |