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 | 3.78% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 155,839 CHF | 53,946 CHF | 99.40% | 99.40% |
12/07/2024 | 3.63% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 162,327 CHF | 56,109 CHF | 95.37% | 95.37% |
11/07/2024 | 3.00% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 597,397 | 199,132 | 197,170 CHF | 67,715 CHF | 97.01% | 97.01% |
10/07/2024 | 3.14% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 187,837 CHF | 64,612 CHF | 98.10% | 98.10% |
09/07/2024 | 2.84% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 481,874 | 160,625 | 167,088 CHF | 57,302 CHF | 97.90% | 97.90% |
08/07/2024 | 2.77% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 479,016 | 159,672 | 170,516 CHF | 58,435 CHF | 98.73% | 98.73% |
05/07/2024 | 3.11% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 597,695 | 199,232 | 189,638 CHF | 65,205 CHF | 97.99% | 97.99% |
04/07/2024 | 3.11% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 190,000 CHF | 65,333 CHF | 99.37% | 99.37% |
03/07/2024 | 3.25% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 181,606 CHF | 62,535 CHF | 98.00% | 98.00% |
02/07/2024 | 3.46% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 170,281 CHF | 58,760 CHF | 97.28% | 97.28% |