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 | 2.08% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 736,741 | 245,580 | 349,660 CHF | 119,009 CHF | 99.59% | 99.59% |
12/07/2024 | 2.08% | 0.48 CHF | 0.49 CHF | 750,000 | 250,000 | 746,617 | 248,872 | 355,460 CHF | 120,975 CHF | 99.51% | 99.51% |
11/07/2024 | 2.13% | 0.46 CHF | 0.47 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 348,567 CHF | 118,689 CHF | 99.49% | 99.49% |
10/07/2024 | 2.20% | 0.44 CHF | 0.45 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 336,667 CHF | 114,722 CHF | 99.59% | 99.59% |
09/07/2024 | 2.27% | 0.42 CHF | 0.43 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 326,676 CHF | 111,392 CHF | 99.58% | 99.58% |
08/07/2024 | 1.91% | 0.49 CHF | 0.50 CHF | 750,000 | 250,000 | 738,398 | 246,133 | 383,552 CHF | 130,312 CHF | 99.50% | 99.50% |
05/07/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 401,847 CHF | 136,449 CHF | 99.49% | 99.49% |
04/07/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 750,000 | 250,000 | 713,818 | 237,939 | 395,107 CHF | 134,082 CHF | 99.57% | 99.57% |
03/07/2024 | 1.98% | 0.51 CHF | 0.52 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 375,605 CHF | 127,702 CHF | 99.46% | 99.46% |
02/07/2024 | 2.31% | 0.44 CHF | 0.45 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 321,497 CHF | 109,666 CHF | 99.57% | 99.57% |