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 | 4.01% | 0.24 CHF | 0.25 CHF | 900,000 | 300,000 | 863,864 | 287,955 | 210,757 CHF | 73,132 CHF | 98.69% | 98.69% |
12/07/2024 | 3.26% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 226,530 CHF | 78,010 CHF | 95.77% | 95.77% |
11/07/2024 | 3.57% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 842,294 | 280,765 | 231,370 CHF | 79,931 CHF | 98.93% | 98.93% |
10/07/2024 | 3.85% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 229,403 CHF | 79,468 CHF | 98.82% | 98.82% |
09/07/2024 | 3.84% | 0.24 CHF | 0.25 CHF | 900,000 | 300,000 | 895,530 | 298,510 | 229,203 CHF | 79,386 CHF | 99.04% | 99.04% |
08/07/2024 | 3.67% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 864,694 | 288,231 | 231,032 CHF | 79,893 CHF | 96.83% | 96.83% |
05/07/2024 | 3.49% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 769,480 | 256,493 | 216,674 CHF | 74,790 CHF | 96.08% | 96.08% |
04/07/2024 | 3.89% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 226,695 CHF | 78,565 CHF | 95.92% | 95.92% |
03/07/2024 | 4.35% | 0.25 CHF | 0.26 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 202,663 CHF | 70,554 CHF | 98.55% | 98.55% |
02/07/2024 | 4.20% | 0.23 CHF | 0.24 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 209,717 CHF | 72,906 CHF | 98.69% | 98.69% |