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 | 1.42% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 314,042 CHF | 106,181 CHF | 98.92% | 98.92% |
12/07/2024 | 1.51% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 296,897 CHF | 100,466 CHF | 98.95% | 98.95% |
11/07/2024 | 1.66% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 579,601 | 193,200 | 345,649 CHF | 117,148 CHF | 98.97% | 98.97% |
10/07/2024 | 1.78% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 333,816 CHF | 113,272 CHF | 99.18% | 99.18% |
09/07/2024 | 1.78% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 334,363 CHF | 113,454 CHF | 99.05% | 99.05% |
08/07/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 600,000 | 200,000 | 589,706 | 196,569 | 365,118 CHF | 123,672 CHF | 99.11% | 99.11% |
05/07/2024 | 1.53% | 0.61 CHF | 0.62 CHF | 600,000 | 200,000 | 484,554 | 161,518 | 313,016 CHF | 105,954 CHF | 99.05% | 99.05% |
04/07/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 366,417 CHF | 124,139 CHF | 99.06% | 99.06% |
03/07/2024 | 1.69% | 0.61 CHF | 0.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 352,758 CHF | 119,586 CHF | 99.08% | 99.08% |
02/07/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 343,798 CHF | 116,599 CHF | 99.17% | 99.17% |