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 | 3.00% | 0.32 CHF | 0.33 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 296,088 CHF | 101,696 CHF | 99.15% | 99.15% |
12/07/2024 | 3.17% | 0.35 CHF | 0.36 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 280,062 CHF | 96,354 CHF | 99.15% | 99.15% |
11/07/2024 | 3.13% | 0.31 CHF | 0.32 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 283,507 CHF | 97,502 CHF | 98.92% | 98.92% |
10/07/2024 | 3.20% | 0.31 CHF | 0.32 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 276,772 CHF | 95,257 CHF | 98.90% | 98.90% |
09/07/2024 | 3.16% | 0.29 CHF | 0.30 CHF | 1,000,000 | 400,000 | 911,047 | 311,047 | 283,763 CHF | 99,815 CHF | 98.87% | 98.87% |
08/07/2024 | 2.89% | 0.32 CHF | 0.33 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 306,952 CHF | 105,317 CHF | 98.69% | 98.69% |
05/07/2024 | 2.90% | 0.34 CHF | 0.35 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 306,315 CHF | 105,105 CHF | 98.74% | 98.74% |
04/07/2024 | 3.33% | 0.30 CHF | 0.31 CHF | 900,000 | 300,000 | 929,282 | 329,282 | 274,410 CHF | 100,417 CHF | 98.90% | 98.90% |
03/07/2024 | 3.45% | 0.28 CHF | 0.29 CHF | 1,000,000 | 400,000 | 992,618 | 392,618 | 283,280 CHF | 115,910 CHF | 98.90% | 98.90% |
02/07/2024 | 3.69% | 0.27 CHF | 0.28 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 266,086 CHF | 110,434 CHF | 98.87% | 98.87% |