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 | 1.93% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 307,612 CHF | 104,537 CHF | 98.93% | 98.93% |
12/07/2024 | 2.07% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 599,883 | 199,961 | 287,127 CHF | 97,709 CHF | 99.00% | 99.00% |
11/07/2024 | 2.32% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 255,303 CHF | 87,101 CHF | 98.99% | 98.99% |
10/07/2024 | 2.53% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 234,662 CHF | 80,221 CHF | 99.17% | 99.17% |
09/07/2024 | 2.51% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 236,117 CHF | 80,706 CHF | 99.07% | 99.07% |
08/07/2024 | 2.21% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 268,598 CHF | 91,533 CHF | 99.09% | 99.09% |
05/07/2024 | 2.09% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 284,266 CHF | 96,755 CHF | 99.05% | 99.05% |
04/07/2024 | 2.24% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 264,913 CHF | 90,304 CHF | 99.07% | 99.07% |
03/07/2024 | 2.34% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 253,560 CHF | 86,520 CHF | 99.17% | 99.17% |
02/07/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 246,217 CHF | 84,072 CHF | 99.17% | 99.17% |