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 | 2.03% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 292,434 CHF | 99,478 CHF | 99.37% | 99.37% |
12/07/2024 | 1.94% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 306,834 CHF | 104,278 CHF | 99.30% | 99.30% |
11/07/2024 | 1.92% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 308,826 CHF | 104,942 CHF | 99.32% | 99.32% |
10/07/2024 | 2.12% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 279,819 CHF | 95,273 CHF | 99.43% | 99.43% |
09/07/2024 | 2.21% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 268,368 CHF | 91,456 CHF | 99.35% | 99.35% |
08/07/2024 | 2.17% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 274,208 CHF | 93,403 CHF | 99.38% | 99.38% |
05/07/2024 | 2.34% | 0.42 CHF | 0.43 CHF | 750,000 | 250,000 | 630,388 | 210,129 | 265,619 CHF | 90,641 CHF | 99.37% | 99.37% |
04/07/2024 | 2.42% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 734,390 | 244,797 | 299,972 CHF | 102,439 CHF | 99.36% | 99.36% |
03/07/2024 | 2.45% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 302,256 CHF | 103,252 CHF | 99.37% | 99.37% |
02/07/2024 | 2.37% | 0.41 CHF | 0.42 CHF | 750,000 | 250,000 | 631,224 | 210,408 | 262,704 CHF | 89,672 CHF | 99.30% | 99.30% |