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 | 2.83% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 333,365 | 111,122 | 115,866 CHF | 39,733 CHF | 99.17% | 99.17% |
12/07/2024 | 2.65% | 0.38 CHF | 0.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 111,797 CHF | 38,266 CHF | 99.17% | 99.17% |
11/07/2024 | 2.78% | 0.37 CHF | 0.38 CHF | 300,000 | 100,000 | 322,817 | 107,606 | 114,313 CHF | 39,180 CHF | 99.17% | 99.17% |
10/07/2024 | 2.66% | 0.38 CHF | 0.39 CHF | 300,000 | 100,000 | 318,720 | 106,240 | 117,793 CHF | 40,327 CHF | 99.16% | 99.16% |
09/07/2024 | 2.76% | 0.37 CHF | 0.38 CHF | 300,000 | 100,000 | 320,105 | 106,702 | 114,128 CHF | 39,110 CHF | 99.17% | 99.17% |
08/07/2024 | 3.00% | 0.36 CHF | 0.37 CHF | 300,000 | 100,000 | 414,248 | 138,083 | 135,755 CHF | 46,632 CHF | 99.15% | 99.15% |
05/07/2024 | 3.37% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 131,636 CHF | 45,379 CHF | 98.84% | 98.84% |
04/07/2024 | 4.02% | 0.29 CHF | 0.30 CHF | 450,000 | 150,000 | 450,006 | 150,002 | 112,967 CHF | 39,156 CHF | 99.00% | 99.00% |
03/07/2024 | 7.65% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 75,548 CHF | 27,183 CHF | 99.17% | 99.17% |
02/07/2024 | 8.68% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 612,588 | 204,196 | 67,609 CHF | 24,578 CHF | 99.16% | 99.16% |