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 | 1.79% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 332,986 CHF | 112,995 CHF | 93.38% | 93.38% |
12/07/2024 | 1.98% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 300,806 CHF | 102,269 CHF | 94.45% | 94.45% |
11/07/2024 | 2.27% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 261,027 CHF | 89,009 CHF | 90.59% | 90.59% |
10/07/2024 | 2.49% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 630,854 | 210,285 | 249,847 CHF | 85,385 CHF | 87.17% | 87.17% |
09/07/2024 | 2.59% | 0.37 CHF | 0.38 CHF | 750,000 | 250,000 | 695,014 | 231,671 | 264,276 CHF | 90,409 CHF | 84.52% | 84.52% |
08/07/2024 | 2.39% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 247,769 CHF | 84,590 CHF | 85.71% | 85.71% |
05/07/2024 | 2.34% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 253,948 CHF | 86,650 CHF | 91.13% | 91.13% |
04/07/2024 | 2.55% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 739,994 | 246,665 | 286,000 CHF | 97,800 CHF | 80.01% | 80.01% |
03/07/2024 | 2.51% | 0.39 CHF | 0.40 CHF | 750,000 | 250,000 | 701,226 | 233,742 | 275,469 CHF | 94,160 CHF | 91.75% | 91.75% |
02/07/2024 | 2.79% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 749,768 | 249,923 | 265,294 CHF | 90,931 CHF | 96.56% | 96.56% |