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 | 1.48% | 0.69 CHF | 0.70 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 402,651 CHF | 136,217 CHF | 97.85% | 97.85% |
12/07/2024 | 1.66% | 0.63 CHF | 0.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 357,627 CHF | 121,209 CHF | 99.01% | 99.01% |
11/07/2024 | 1.89% | 0.57 CHF | 0.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 314,801 CHF | 106,934 CHF | 97.22% | 97.22% |
10/07/2024 | 1.96% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 303,780 CHF | 103,260 CHF | 89.29% | 89.29% |
09/07/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 311,933 CHF | 105,978 CHF | 99.35% | 99.35% |
08/07/2024 | 1.92% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 308,789 CHF | 104,930 CHF | 97.55% | 97.55% |
05/07/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 313,304 CHF | 106,435 CHF | 96.94% | 96.94% |
04/07/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 317,412 CHF | 107,804 CHF | 99.37% | 99.37% |
03/07/2024 | 1.82% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 326,174 CHF | 110,725 CHF | 97.86% | 97.86% |
02/07/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 315,982 CHF | 107,327 CHF | 94.48% | 94.48% |