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 | 1.48% | 0.66 CHF | 0.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 401,706 CHF | 135,902 CHF | 93.40% | 93.40% |
12/07/2024 | 1.61% | 0.64 CHF | 0.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 370,299 CHF | 125,433 CHF | 94.35% | 94.35% |
11/07/2024 | 1.80% | 0.58 CHF | 0.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 330,531 CHF | 112,177 CHF | 90.59% | 90.59% |
10/07/2024 | 1.94% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 306,559 CHF | 104,186 CHF | 87.11% | 87.11% |
09/07/2024 | 2.00% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 296,414 CHF | 100,805 CHF | 84.45% | 84.45% |
08/07/2024 | 1.88% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 315,723 CHF | 107,241 CHF | 85.87% | 85.87% |
05/07/2024 | 1.85% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 321,598 CHF | 109,200 CHF | 91.13% | 91.13% |
04/07/2024 | 1.99% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 298,535 CHF | 101,512 CHF | 80.00% | 80.00% |
03/07/2024 | 1.96% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 303,350 CHF | 103,117 CHF | 91.77% | 91.77% |
02/07/2024 | 2.14% | 0.47 CHF | 0.48 CHF | 750,000 | 250,000 | 708,740 | 236,247 | 327,924 CHF | 111,671 CHF | 96.54% | 96.54% |