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 | 4.22% | 0.22 CHF | 0.23 CHF | 750,000 | 100,000 | 750,000 | 99,958 | 174,069 CHF | 24,200 CHF | 99.17% | 99.17% |
12/07/2024 | 4.07% | 0.26 CHF | 0.27 CHF | 600,000 | 100,000 | 738,437 | 100,000 | 177,722 CHF | 25,097 CHF | 99.16% | 99.16% |
11/07/2024 | 4.48% | 0.25 CHF | 0.26 CHF | 750,000 | 100,000 | 749,919 | 99,982 | 163,957 CHF | 22,860 CHF | 99.16% | 99.16% |
10/07/2024 | 4.61% | 0.20 CHF | 0.21 CHF | 750,000 | 100,000 | 711,801 | 99,984 | 151,298 CHF | 22,215 CHF | 99.17% | 99.17% |
09/07/2024 | 4.90% | 0.18 CHF | 0.19 CHF | 900,000 | 100,000 | 705,860 | 99,869 | 141,088 CHF | 20,923 CHF | 99.16% | 99.16% |
08/07/2024 | 3.61% | 0.26 CHF | 0.27 CHF | 750,000 | 100,000 | 698,282 | 99,964 | 189,390 CHF | 28,221 CHF | 99.16% | 99.16% |
05/07/2024 | 2.94% | 0.31 CHF | 0.32 CHF | 600,000 | 100,000 | 599,986 | 100,000 | 201,193 CHF | 34,533 CHF | 99.15% | 99.15% |
04/07/2024 | 3.06% | 0.33 CHF | 0.34 CHF | 600,000 | 100,000 | 599,987 | 100,000 | 193,112 CHF | 33,186 CHF | 99.17% | 99.17% |
03/07/2024 | 3.17% | 0.32 CHF | 0.33 CHF | 600,000 | 100,000 | 518,963 | 100,000 | 161,594 CHF | 32,085 CHF | 99.13% | 99.13% |
02/07/2024 | 3.64% | 0.29 CHF | 0.30 CHF | 200,000 | 100,000 | 645,349 | 100,000 | 172,748 CHF | 28,066 CHF | 99.16% | 99.16% |