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 | 409,464 CHF | 138,488 CHF | 98.56% | 98.56% |
12/07/2024 | 1.49% | 0.72 CHF | 0.73 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 399,471 CHF | 135,157 CHF | 94.58% | 94.58% |
11/07/2024 | 1.42% | 0.67 CHF | 0.68 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 523,077 CHF | 176,859 CHF | 93.77% | 93.77% |
10/07/2024 | 1.58% | 0.68 CHF | 0.69 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 472,643 CHF | 160,048 CHF | 95.01% | 95.01% |
09/07/2024 | 1.57% | 0.61 CHF | 0.62 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 474,101 CHF | 160,534 CHF | 97.13% | 97.13% |
08/07/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 750,000 | 250,000 | 750,000 | 249,828 | 425,160 CHF | 144,117 CHF | 95.03% | 95.03% |
05/07/2024 | 2.16% | 0.53 CHF | 0.54 CHF | 750,000 | 250,000 | 750,000 | 249,858 | 343,732 CHF | 117,000 CHF | 85.97% | 85.97% |
04/07/2024 | 2.20% | 0.44 CHF | 0.45 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 337,101 CHF | 114,867 CHF | 99.37% | 99.37% |
03/07/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 336,372 CHF | 114,624 CHF | 88.91% | 88.91% |
02/07/2024 | 2.65% | 0.39 CHF | 0.40 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 335,635 CHF | 114,878 CHF | 97.24% | 97.24% |