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 | 3.70% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 666,369 | 222,123 | 176,374 CHF | 61,013 CHF | 99.44% | 99.44% |
12/07/2024 | 3.55% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 749,536 | 249,845 | 207,548 CHF | 71,681 CHF | 97.41% | 97.41% |
11/07/2024 | 3.11% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 602,948 | 200,983 | 190,658 CHF | 65,562 CHF | 93.19% | 93.19% |
10/07/2024 | 2.78% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 212,713 CHF | 72,905 CHF | 97.01% | 97.01% |
09/07/2024 | 2.70% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 219,236 CHF | 75,079 CHF | 97.74% | 97.74% |
08/07/2024 | 2.95% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 200,786 CHF | 68,929 CHF | 97.92% | 97.92% |
05/07/2024 | 2.42% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 245,205 CHF | 83,735 CHF | 98.29% | 98.29% |
04/07/2024 | 2.45% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 242,302 CHF | 82,767 CHF | 99.37% | 99.37% |
03/07/2024 | 2.88% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 206,274 CHF | 70,758 CHF | 97.61% | 97.61% |
02/07/2024 | 2.92% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 202,494 CHF | 69,498 CHF | 97.18% | 97.18% |