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 | 2.93% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 202,188 CHF | 69,396 CHF | 94.07% | 94.07% |
12/07/2024 | 2.75% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 215,148 CHF | 73,716 CHF | 94.75% | 94.75% |
11/07/2024 | 2.88% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 205,806 CHF | 70,602 CHF | 94.47% | 94.47% |
10/07/2024 | 3.20% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 184,920 CHF | 63,640 CHF | 97.35% | 97.35% |
09/07/2024 | 3.25% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 181,620 CHF | 62,540 CHF | 97.57% | 97.57% |
08/07/2024 | 3.13% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 188,773 CHF | 64,924 CHF | 95.94% | 95.94% |
05/07/2024 | 3.04% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 194,282 CHF | 66,761 CHF | 95.07% | 95.07% |
04/07/2024 | 3.11% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 190,063 CHF | 65,354 CHF | 94.73% | 94.73% |
03/07/2024 | 3.26% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 602,114 | 200,705 | 181,712 CHF | 62,578 CHF | 97.29% | 97.29% |
02/07/2024 | 3.27% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 180,485 CHF | 62,162 CHF | 96.35% | 96.35% |