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 | 2.80% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 211,184 CHF | 72,395 CHF | 99.58% | 99.58% |
12/07/2024 | 3.33% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 691,130 | 230,377 | 203,557 CHF | 70,156 CHF | 99.57% | 99.57% |
11/07/2024 | 3.42% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 749,823 | 249,941 | 216,167 CHF | 74,555 CHF | 98.76% | 98.76% |
10/07/2024 | 3.86% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 190,688 CHF | 66,063 CHF | 99.24% | 99.24% |
09/07/2024 | 4.29% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 171,156 CHF | 59,552 CHF | 99.29% | 99.29% |
08/07/2024 | 4.44% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 754,100 | 251,367 | 166,037 CHF | 57,859 CHF | 99.41% | 99.41% |
05/07/2024 | 4.01% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 183,641 CHF | 63,714 CHF | 99.26% | 99.26% |
04/07/2024 | 4.36% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 168,424 CHF | 58,641 CHF | 99.37% | 99.37% |
03/07/2024 | 5.44% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 890,713 | 296,904 | 160,216 CHF | 56,374 CHF | 99.42% | 99.42% |
02/07/2024 | 6.37% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 982,051 | 382,051 | 149,217 CHF | 61,767 CHF | 99.34% | 99.34% |