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 | 2.80% | 0.36 CHF | 0.35 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 316,843 CHF | 108,614 CHF | 79.83% | 98.64% |
12/07/2024 | 2.76% | 0.36 CHF | 0.37 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 322,144 CHF | 110,381 CHF | 99.07% | 99.07% |
11/07/2024 | 2.40% | 0.39 CHF | 0.40 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 309,510 CHF | 105,670 CHF | 97.84% | 97.84% |
10/07/2024 | 2.32% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 319,092 CHF | 108,864 CHF | 99.23% | 99.23% |
09/07/2024 | 2.31% | 0.46 CHF | 0.47 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 321,210 CHF | 109,570 CHF | 98.93% | 98.93% |
08/07/2024 | 2.34% | 0.42 CHF | 0.43 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 316,541 CHF | 108,014 CHF | 99.05% | 99.05% |
05/07/2024 | 2.30% | 0.43 CHF | 0.44 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 321,685 CHF | 109,728 CHF | 98.85% | 98.85% |
04/07/2024 | 2.30% | 0.42 CHF | 0.43 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 322,532 CHF | 110,011 CHF | 99.38% | 99.38% |
03/07/2024 | 2.17% | 0.44 CHF | 0.45 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 342,191 CHF | 116,564 CHF | 99.01% | 99.01% |
02/07/2024 | 2.38% | 0.44 CHF | 0.45 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 312,085 CHF | 106,528 CHF | 98.98% | 98.98% |