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 | 2.13% | 0.46 CHF | 0.47 CHF | 750,000 | 250,000 | 734,078 | 244,693 | 341,763 CHF | 116,368 CHF | 93.40% | 93.40% |
12/07/2024 | 2.34% | 0.45 CHF | 0.46 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 317,428 CHF | 108,309 CHF | 94.44% | 94.44% |
11/07/2024 | 2.66% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 278,750 CHF | 95,417 CHF | 90.60% | 90.60% |
10/07/2024 | 2.88% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 762,612 | 254,204 | 261,024 CHF | 89,550 CHF | 87.10% | 87.10% |
09/07/2024 | 3.00% | 0.32 CHF | 0.33 CHF | 900,000 | 300,000 | 808,111 | 269,370 | 265,358 CHF | 91,146 CHF | 84.57% | 84.57% |
08/07/2024 | 2.79% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 265,198 CHF | 90,900 CHF | 85.90% | 85.90% |
05/07/2024 | 2.72% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 271,745 CHF | 93,082 CHF | 91.13% | 91.13% |
04/07/2024 | 2.94% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 808,252 | 269,417 | 270,453 CHF | 92,845 CHF | 80.01% | 80.01% |
03/07/2024 | 2.90% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 804,492 | 268,164 | 273,485 CHF | 93,844 CHF | 91.69% | 91.69% |
02/07/2024 | 3.19% | 0.31 CHF | 0.32 CHF | 900,000 | 300,000 | 886,236 | 295,412 | 273,911 CHF | 94,258 CHF | 96.55% | 96.55% |