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 | 3.36% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 175,847 CHF | 60,616 CHF | 96.49% | 96.49% |
12/07/2024 | 3.37% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 175,068 CHF | 60,356 CHF | 91.97% | 91.97% |
11/07/2024 | 2.96% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 199,848 CHF | 68,616 CHF | 98.48% | 98.48% |
10/07/2024 | 2.60% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 227,997 CHF | 77,999 CHF | 98.39% | 98.39% |
09/07/2024 | 2.69% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 220,482 CHF | 75,494 CHF | 97.89% | 97.89% |
08/07/2024 | 2.98% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 198,179 CHF | 68,060 CHF | 97.98% | 97.98% |
05/07/2024 | 2.93% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 201,763 CHF | 69,254 CHF | 99.00% | 99.00% |
04/07/2024 | 2.95% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 200,360 CHF | 68,787 CHF | 99.57% | 99.57% |
03/07/2024 | 2.76% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 214,121 CHF | 73,374 CHF | 97.69% | 97.69% |
02/07/2024 | 2.82% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 209,561 CHF | 71,854 CHF | 99.56% | 99.56% |