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 | 1.36% | 0.72 CHF | 0.73 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 439,156 CHF | 148,385 CHF | 99.15% | 99.15% |
12/07/2024 | 1.40% | 0.76 CHF | 0.77 CHF | 600,000 | 200,000 | 606,391 | 202,130 | 429,112 CHF | 145,059 CHF | 99.16% | 99.16% |
11/07/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 750,000 | 250,000 | 715,774 | 238,591 | 508,782 CHF | 171,980 CHF | 98.88% | 98.88% |
10/07/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 522,644 CHF | 176,715 CHF | 98.90% | 98.90% |
09/07/2024 | 1.41% | 0.66 CHF | 0.67 CHF | 750,000 | 250,000 | 709,838 | 236,613 | 498,331 CHF | 168,477 CHF | 98.94% | 98.94% |
08/07/2024 | 1.33% | 0.72 CHF | 0.73 CHF | 750,000 | 250,000 | 611,546 | 203,849 | 454,978 CHF | 153,698 CHF | 98.88% | 98.88% |
05/07/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 600,000 | 200,000 | 616,906 | 205,635 | 458,498 CHF | 154,889 CHF | 98.75% | 98.75% |
04/07/2024 | 1.48% | 0.68 CHF | 0.69 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 502,772 CHF | 170,091 CHF | 98.90% | 98.90% |
03/07/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 491,541 CHF | 166,347 CHF | 99.00% | 99.00% |
02/07/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 464,480 CHF | 157,327 CHF | 98.80% | 98.80% |