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 | 1.25% | 0.80 CHF | 0.81 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 478,984 CHF | 161,661 CHF | 99.50% | 99.50% |
12/07/2024 | 1.28% | 0.84 CHF | 0.85 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 467,280 CHF | 157,760 CHF | 96.08% | 96.08% |
11/07/2024 | 1.22% | 0.79 CHF | 0.80 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 487,705 CHF | 164,568 CHF | 94.36% | 94.36% |
10/07/2024 | 1.34% | 0.79 CHF | 0.80 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 444,436 CHF | 150,145 CHF | 95.51% | 95.51% |
09/07/2024 | 1.34% | 0.72 CHF | 0.73 CHF | 600,000 | 200,000 | 612,316 | 204,105 | 454,403 CHF | 153,509 CHF | 97.49% | 97.49% |
08/07/2024 | 1.48% | 0.68 CHF | 0.69 CHF | 750,000 | 250,000 | 746,485 | 248,828 | 501,420 CHF | 169,628 CHF | 95.50% | 95.50% |
05/07/2024 | 1.78% | 0.63 CHF | 0.64 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 417,554 CHF | 141,685 CHF | 86.19% | 86.19% |
04/07/2024 | 1.82% | 0.53 CHF | 0.54 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 407,505 CHF | 138,335 CHF | 99.37% | 99.37% |
03/07/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 407,086 CHF | 138,195 CHF | 89.58% | 89.58% |
02/07/2024 | 2.18% | 0.48 CHF | 0.49 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 341,188 CHF | 116,229 CHF | 97.16% | 97.16% |