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 | 1.20% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 371,491 CHF | 125,330 CHF | 93.59% | 93.59% |
12/07/2024 | 1.30% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 342,856 CHF | 115,785 CHF | 94.36% | 94.36% |
11/07/2024 | 1.46% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 567,540 | 189,180 | 384,751 CHF | 130,142 CHF | 90.60% | 90.60% |
10/07/2024 | 1.58% | 0.66 CHF | 0.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 377,040 CHF | 127,680 CHF | 87.04% | 87.04% |
09/07/2024 | 1.63% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 364,941 CHF | 123,647 CHF | 84.52% | 84.52% |
08/07/2024 | 1.53% | 0.62 CHF | 0.63 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 389,428 CHF | 131,809 CHF | 85.95% | 85.95% |
05/07/2024 | 1.50% | 0.64 CHF | 0.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 396,235 CHF | 134,078 CHF | 91.13% | 91.13% |
04/07/2024 | 1.62% | 0.63 CHF | 0.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 367,057 CHF | 124,352 CHF | 79.99% | 79.99% |
03/07/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 371,701 CHF | 125,900 CHF | 91.74% | 91.74% |
02/07/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 340,344 CHF | 115,448 CHF | 96.56% | 96.56% |