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 | 1.60% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 279,149 CHF | 94,550 CHF | 99.38% | 99.38% |
12/07/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 262,096 CHF | 88,865 CHF | 92.67% | 92.67% |
11/07/2024 | 2.62% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 529,433 | 176,478 | 198,514 CHF | 67,936 CHF | 99.37% | 99.37% |
10/07/2024 | 2.74% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 216,292 CHF | 74,097 CHF | 99.37% | 99.37% |
09/07/2024 | 2.58% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 506,982 | 168,994 | 193,555 CHF | 66,208 CHF | 99.37% | 99.37% |
08/07/2024 | 2.61% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 553,668 | 184,556 | 209,116 CHF | 71,551 CHF | 99.38% | 99.38% |
05/07/2024 | 2.44% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 475,224 | 158,408 | 192,263 CHF | 65,672 CHF | 99.38% | 99.38% |
04/07/2024 | 2.54% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 599,500 | 199,833 | 233,463 CHF | 79,819 CHF | 98.59% | 98.59% |
03/07/2024 | 2.60% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 227,741 CHF | 77,914 CHF | 99.38% | 99.38% |
02/07/2024 | 2.47% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 547,425 | 182,475 | 218,641 CHF | 74,705 CHF | 99.37% | 99.37% |