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 | 2.33% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 254,768 CHF | 86,923 CHF | 94.90% | 94.90% |
12/07/2024 | 2.31% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 257,005 CHF | 87,668 CHF | 96.14% | 96.14% |
11/07/2024 | 2.43% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 608,073 | 202,691 | 247,681 CHF | 84,587 CHF | 98.07% | 98.07% |
10/07/2024 | 2.61% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 745,894 | 248,631 | 282,590 CHF | 96,683 CHF | 98.05% | 98.05% |
09/07/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 709,320 | 236,440 | 279,862 CHF | 95,652 CHF | 98.02% | 98.02% |
08/07/2024 | 2.43% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 613,169 | 204,390 | 248,944 CHF | 85,025 CHF | 97.16% | 97.16% |
05/07/2024 | 2.31% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 609,551 | 203,184 | 260,517 CHF | 88,871 CHF | 97.19% | 97.19% |
04/07/2024 | 2.34% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 253,950 CHF | 86,650 CHF | 97.79% | 97.79% |
03/07/2024 | 2.42% | 0.41 CHF | 0.42 CHF | 750,000 | 250,000 | 640,787 | 213,596 | 261,873 CHF | 89,427 CHF | 97.58% | 97.58% |
02/07/2024 | 2.65% | 0.37 CHF | 0.38 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 278,807 CHF | 95,436 CHF | 97.19% | 97.19% |