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 | 2.11% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 281,321 CHF | 95,774 CHF | 93.49% | 93.49% |
12/07/2024 | 2.13% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 279,278 CHF | 95,093 CHF | 93.22% | 93.22% |
11/07/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 263,446 CHF | 89,815 CHF | 94.61% | 94.61% |
10/07/2024 | 2.19% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 271,024 CHF | 92,341 CHF | 96.03% | 96.03% |
09/07/2024 | 2.05% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 290,513 CHF | 98,838 CHF | 91.48% | 91.48% |
08/07/2024 | 2.05% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 289,449 CHF | 98,483 CHF | 95.67% | 95.67% |
05/07/2024 | 2.02% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 294,804 CHF | 100,268 CHF | 92.70% | 92.70% |
04/07/2024 | 2.04% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 290,706 CHF | 98,902 CHF | 90.48% | 90.48% |
03/07/2024 | 2.06% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 288,798 CHF | 98,266 CHF | 97.06% | 97.06% |
02/07/2024 | 1.95% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 305,491 CHF | 103,830 CHF | 94.91% | 94.91% |