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 | 0.67% | 1.65 CHF | 1.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 897,186 CHF | 301,062 CHF | 58.52% | 98.57% |
12/07/2024 | 0.74% | 1.37 CHF | 1.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 809,470 CHF | 271,823 CHF | 98.97% | 98.97% |
11/07/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 850,915 CHF | 285,638 CHF | 98.41% | 98.41% |
10/07/2024 | 0.70% | 1.37 CHF | 1.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 853,572 CHF | 286,524 CHF | 99.05% | 99.05% |
09/07/2024 | 0.69% | 1.41 CHF | 1.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 860,535 CHF | 288,845 CHF | 98.91% | 98.91% |
08/07/2024 | 0.69% | 1.41 CHF | 1.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 867,943 CHF | 291,314 CHF | 99.02% | 99.02% |
05/07/2024 | 0.76% | 1.39 CHF | 1.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 789,136 CHF | 265,045 CHF | 98.70% | 98.70% |
04/07/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 832,399 CHF | 279,466 CHF | 99.37% | 99.37% |
03/07/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 875,510 CHF | 293,837 CHF | 99.35% | 99.35% |
02/07/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 920,249 CHF | 308,750 CHF | 98.99% | 98.99% |