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 | 1.69% | 0.56 CHF | 0.57 CHF | 750,000 | 250,000 | 601,500 | 200,500 | 353,251 CHF | 119,755 CHF | 91.35% | 91.35% |
12/07/2024 | 1.66% | 0.61 CHF | 0.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 358,810 CHF | 121,603 CHF | 93.82% | 93.82% |
11/07/2024 | 1.72% | 0.59 CHF | 0.60 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 431,592 CHF | 146,364 CHF | 93.83% | 93.83% |
10/07/2024 | 1.72% | 0.58 CHF | 0.59 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 432,857 CHF | 146,786 CHF | 89.17% | 89.17% |
09/07/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 417,938 CHF | 141,813 CHF | 92.74% | 92.74% |
08/07/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 441,803 CHF | 149,768 CHF | 90.16% | 90.16% |
05/07/2024 | 1.67% | 0.58 CHF | 0.59 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 445,326 CHF | 150,942 CHF | 98.60% | 98.60% |
04/07/2024 | 1.84% | 0.55 CHF | 0.56 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 404,965 CHF | 137,488 CHF | 88.96% | 88.96% |
03/07/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 395,471 CHF | 134,324 CHF | 95.36% | 95.36% |
02/07/2024 | 1.96% | 0.51 CHF | 0.52 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 378,211 CHF | 128,570 CHF | 95.42% | 95.42% |