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 | 2.96% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 199,474 CHF | 68,492 CHF | 99.03% | 99.03% |
12/07/2024 | 2.88% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 205,176 CHF | 70,392 CHF | 98.13% | 98.13% |
11/07/2024 | 2.49% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 238,778 CHF | 81,593 CHF | 96.99% | 96.99% |
10/07/2024 | 2.59% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 228,294 CHF | 78,098 CHF | 98.29% | 98.29% |
09/07/2024 | 2.39% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 248,565 CHF | 84,855 CHF | 97.86% | 97.86% |
08/07/2024 | 2.37% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 250,746 CHF | 85,582 CHF | 98.53% | 98.53% |
05/07/2024 | 2.57% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 230,517 CHF | 78,839 CHF | 97.77% | 97.77% |
04/07/2024 | 2.60% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 227,579 CHF | 77,860 CHF | 99.37% | 99.37% |
03/07/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 221,292 CHF | 75,764 CHF | 98.19% | 98.19% |
02/07/2024 | 2.80% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 211,096 CHF | 72,365 CHF | 97.82% | 97.82% |