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 | 2.98% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 198,461 CHF | 68,154 CHF | 94.99% | 94.99% |
12/07/2024 | 2.96% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 199,843 CHF | 68,615 CHF | 95.72% | 95.72% |
11/07/2024 | 3.16% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 187,235 CHF | 64,412 CHF | 97.03% | 97.03% |
10/07/2024 | 3.48% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 625,946 | 208,649 | 176,585 CHF | 60,948 CHF | 99.02% | 99.02% |
09/07/2024 | 3.28% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 179,983 CHF | 61,994 CHF | 97.46% | 97.46% |
08/07/2024 | 3.15% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 187,544 CHF | 64,515 CHF | 97.15% | 97.15% |
05/07/2024 | 2.93% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 202,026 CHF | 69,342 CHF | 98.22% | 98.22% |
04/07/2024 | 2.97% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 199,299 CHF | 68,433 CHF | 97.77% | 97.77% |
03/07/2024 | 3.10% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 190,422 CHF | 65,474 CHF | 97.58% | 97.58% |
02/07/2024 | 3.54% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 699,011 | 233,004 | 193,628 CHF | 66,873 CHF | 97.23% | 97.23% |