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 | 1.90% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 313,608 CHF | 106,536 CHF | 99.16% | 99.16% |
12/07/2024 | 1.99% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,101 | 200,034 | 298,762 CHF | 101,588 CHF | 99.16% | 99.16% |
11/07/2024 | 1.97% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 607,632 | 202,544 | 304,733 CHF | 103,603 CHF | 98.86% | 98.86% |
10/07/2024 | 2.03% | 0.50 CHF | 0.51 CHF | 750,000 | 250,000 | 736,987 | 245,662 | 359,698 CHF | 122,356 CHF | 98.91% | 98.91% |
09/07/2024 | 2.00% | 0.46 CHF | 0.47 CHF | 750,000 | 250,000 | 656,093 | 218,698 | 323,365 CHF | 109,975 CHF | 98.98% | 98.98% |
08/07/2024 | 1.85% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 322,200 CHF | 109,400 CHF | 98.70% | 98.70% |
05/07/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 601,964 | 200,655 | 322,281 CHF | 109,433 CHF | 98.70% | 98.70% |
04/07/2024 | 2.14% | 0.47 CHF | 0.48 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 347,095 CHF | 118,198 CHF | 98.90% | 98.90% |
03/07/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 336,031 CHF | 114,510 CHF | 99.00% | 99.00% |
02/07/2024 | 2.39% | 0.42 CHF | 0.43 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 310,229 CHF | 105,910 CHF | 98.61% | 98.61% |