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 | 2.41% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 246,311 CHF | 84,104 CHF | 94.02% | 94.02% |
12/07/2024 | 2.26% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 262,575 CHF | 89,525 CHF | 94.77% | 94.77% |
11/07/2024 | 2.35% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 252,420 CHF | 86,140 CHF | 94.70% | 94.70% |
10/07/2024 | 2.57% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 230,702 CHF | 78,901 CHF | 97.36% | 97.36% |
09/07/2024 | 2.60% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 227,627 CHF | 77,876 CHF | 97.60% | 97.60% |
08/07/2024 | 2.53% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 234,619 CHF | 80,206 CHF | 95.90% | 95.90% |
05/07/2024 | 2.47% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 239,996 CHF | 81,999 CHF | 94.80% | 94.80% |
04/07/2024 | 2.51% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 235,811 CHF | 80,604 CHF | 94.70% | 94.70% |
03/07/2024 | 2.61% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 226,698 CHF | 77,566 CHF | 97.46% | 97.46% |
02/07/2024 | 2.63% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 224,936 CHF | 76,979 CHF | 96.48% | 96.48% |