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 | 2.48% | 0.39 CHF | 0.40 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 359,179 CHF | 122,726 CHF | 98.87% | 98.87% |
12/07/2024 | 2.60% | 0.42 CHF | 0.43 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 342,898 CHF | 117,299 CHF | 98.73% | 98.73% |
11/07/2024 | 2.57% | 0.38 CHF | 0.39 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 346,467 CHF | 118,489 CHF | 98.87% | 98.87% |
10/07/2024 | 2.62% | 0.38 CHF | 0.39 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 338,732 CHF | 115,911 CHF | 98.93% | 98.93% |
09/07/2024 | 2.59% | 0.35 CHF | 0.36 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 342,902 CHF | 117,301 CHF | 98.79% | 98.79% |
08/07/2024 | 2.41% | 0.39 CHF | 0.40 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 369,506 CHF | 126,169 CHF | 99.17% | 99.17% |
05/07/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 368,686 CHF | 125,895 CHF | 99.03% | 99.03% |
04/07/2024 | 2.71% | 0.37 CHF | 0.38 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 327,243 CHF | 112,081 CHF | 98.91% | 98.91% |
03/07/2024 | 2.78% | 0.35 CHF | 0.36 CHF | 900,000 | 300,000 | 904,958 | 304,958 | 320,611 CHF | 111,044 CHF | 98.78% | 98.78% |
02/07/2024 | 2.96% | 0.33 CHF | 0.34 CHF | 1,000,000 | 400,000 | 996,782 | 396,782 | 331,856 CHF | 136,035 CHF | 98.85% | 98.85% |