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 | 1.72% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 488,623 | 162,874 | 280,848 CHF | 95,245 CHF | 94.34% | 94.34% |
12/07/2024 | 1.64% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 272,828 CHF | 92,443 CHF | 94.74% | 94.74% |
11/07/2024 | 1.69% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,632 | 150,211 | 265,385 CHF | 89,964 CHF | 94.68% | 94.68% |
10/07/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 581,793 | 193,931 | 314,598 CHF | 106,805 CHF | 97.20% | 97.20% |
09/07/2024 | 1.86% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 319,392 CHF | 108,464 CHF | 97.63% | 97.63% |
08/07/2024 | 1.81% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 564,508 | 188,169 | 308,206 CHF | 104,617 CHF | 96.22% | 96.22% |
05/07/2024 | 1.77% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 519,568 | 173,189 | 290,377 CHF | 98,524 CHF | 94.78% | 94.78% |
04/07/2024 | 1.80% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 581,672 | 193,891 | 319,429 CHF | 108,415 CHF | 94.71% | 94.71% |
03/07/2024 | 1.87% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 599,665 | 199,888 | 317,369 CHF | 107,789 CHF | 97.26% | 97.26% |
02/07/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 315,784 CHF | 107,261 CHF | 96.55% | 96.55% |