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 | 5.05% | 0.16 CHF | 0.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 87,500 CHF | 30,667 CHF | 99.17% | 99.17% |
12/07/2024 | 3.36% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 414,852 | 138,284 | 122,088 CHF | 42,079 CHF | 99.17% | 99.17% |
11/07/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 156,216 CHF | 53,072 CHF | 99.16% | 99.16% |
10/07/2024 | 1.93% | 0.48 CHF | 0.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 154,401 CHF | 52,467 CHF | 99.17% | 99.17% |
09/07/2024 | 1.76% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 168,826 CHF | 57,276 CHF | 99.17% | 99.17% |
08/07/2024 | 2.04% | 0.51 CHF | 0.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 145,713 CHF | 49,571 CHF | 99.15% | 99.15% |
05/07/2024 | 2.25% | 0.45 CHF | 0.46 CHF | 300,000 | 100,000 | 300,291 | 100,097 | 132,108 CHF | 45,037 CHF | 99.15% | 99.15% |
04/07/2024 | 2.64% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 449,990 | 149,997 | 168,128 CHF | 57,543 CHF | 99.17% | 99.17% |
03/07/2024 | 2.89% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 153,729 CHF | 52,743 CHF | 99.17% | 99.17% |
02/07/2024 | 2.99% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 148,270 CHF | 50,923 CHF | 99.16% | 99.16% |