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 | 1.34% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 334,473 CHF | 112,991 CHF | 98.90% | 98.90% |
12/07/2024 | 1.41% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 317,858 CHF | 107,453 CHF | 98.97% | 98.97% |
11/07/2024 | 1.54% | 0.67 CHF | 0.68 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 387,317 CHF | 131,106 CHF | 99.00% | 99.00% |
10/07/2024 | 1.64% | 0.64 CHF | 0.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 362,736 CHF | 122,912 CHF | 99.18% | 99.18% |
09/07/2024 | 1.64% | 0.57 CHF | 0.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 363,099 CHF | 123,033 CHF | 99.06% | 99.06% |
08/07/2024 | 1.49% | 0.65 CHF | 0.66 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 398,727 CHF | 134,909 CHF | 99.08% | 99.08% |
05/07/2024 | 1.43% | 0.66 CHF | 0.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 416,169 CHF | 140,723 CHF | 99.03% | 99.03% |
04/07/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 394,238 CHF | 133,413 CHF | 99.05% | 99.05% |
03/07/2024 | 1.56% | 0.66 CHF | 0.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 382,935 CHF | 129,645 CHF | 99.08% | 99.08% |
02/07/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 374,463 CHF | 126,821 CHF | 99.18% | 99.18% |