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 | 3.10% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 617,205 | 205,735 | 196,417 CHF | 67,530 CHF | 98.71% | 98.71% |
12/07/2024 | 3.85% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 191,066 CHF | 66,189 CHF | 95.76% | 95.76% |
11/07/2024 | 3.42% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 723,473 | 241,158 | 208,195 CHF | 71,810 CHF | 98.91% | 98.91% |
10/07/2024 | 3.08% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 614,101 | 204,700 | 196,320 CHF | 67,487 CHF | 98.78% | 98.78% |
09/07/2024 | 3.11% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 653,477 | 217,826 | 206,764 CHF | 71,100 CHF | 99.05% | 99.05% |
08/07/2024 | 3.21% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 720,532 | 240,177 | 220,494 CHF | 75,900 CHF | 96.83% | 96.83% |
05/07/2024 | 3.30% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 223,639 CHF | 77,046 CHF | 96.02% | 96.02% |
04/07/2024 | 2.90% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,052 | 200,017 | 204,038 CHF | 70,013 CHF | 95.92% | 95.92% |
03/07/2024 | 2.55% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 233,016 CHF | 79,672 CHF | 98.54% | 98.54% |
02/07/2024 | 2.58% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 230,039 CHF | 78,680 CHF | 98.67% | 98.67% |