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 | 3.49% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 169,218 CHF | 58,406 CHF | 96.38% | 96.38% |
12/07/2024 | 3.54% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 166,777 CHF | 57,592 CHF | 97.61% | 97.61% |
11/07/2024 | 3.52% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 167,554 CHF | 57,851 CHF | 97.89% | 97.89% |
10/07/2024 | 3.06% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 193,301 CHF | 66,434 CHF | 96.76% | 96.76% |
09/07/2024 | 2.86% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 207,035 CHF | 71,012 CHF | 94.92% | 94.92% |
08/07/2024 | 3.00% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 197,218 CHF | 67,740 CHF | 95.78% | 95.78% |
05/07/2024 | 3.10% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 190,986 CHF | 65,662 CHF | 97.67% | 97.67% |
04/07/2024 | 3.20% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 184,385 CHF | 63,462 CHF | 90.54% | 90.54% |
03/07/2024 | 3.03% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 195,285 CHF | 67,095 CHF | 95.99% | 95.99% |
02/07/2024 | 2.60% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 228,035 CHF | 78,012 CHF | 98.91% | 98.91% |