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 | 2.48% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 239,507 CHF | 81,836 CHF | 93.47% | 93.47% |
12/07/2024 | 2.87% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 206,117 CHF | 70,706 CHF | 94.42% | 94.42% |
11/07/2024 | 3.53% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 167,391 CHF | 57,797 CHF | 90.60% | 90.60% |
10/07/2024 | 4.05% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 746,072 | 248,691 | 180,922 CHF | 62,794 CHF | 87.12% | 87.12% |
09/07/2024 | 4.30% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 170,967 CHF | 59,489 CHF | 84.56% | 84.56% |
08/07/2024 | 3.77% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 699,772 | 233,257 | 181,642 CHF | 62,880 CHF | 85.87% | 85.87% |
05/07/2024 | 3.63% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 649,164 | 216,388 | 175,207 CHF | 60,566 CHF | 91.11% | 91.11% |
04/07/2024 | 4.13% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 177,889 CHF | 61,796 CHF | 80.00% | 80.00% |
03/07/2024 | 3.98% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 184,990 CHF | 64,163 CHF | 91.67% | 91.67% |
02/07/2024 | 4.69% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 751,811 | 250,604 | 157,397 CHF | 54,972 CHF | 96.57% | 96.57% |