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 | 1.36% | 0.75 CHF | 0.76 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 437,436 CHF | 147,812 CHF | 97.93% | 97.93% |
12/07/2024 | 1.51% | 0.69 CHF | 0.70 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 394,416 CHF | 133,472 CHF | 98.92% | 98.92% |
11/07/2024 | 1.68% | 0.63 CHF | 0.64 CHF | 600,000 | 200,000 | 698,795 | 232,932 | 411,812 CHF | 139,600 CHF | 97.28% | 97.28% |
10/07/2024 | 1.73% | 0.59 CHF | 0.60 CHF | 750,000 | 250,000 | 749,838 | 249,946 | 430,259 CHF | 145,919 CHF | 89.28% | 89.28% |
09/07/2024 | 1.69% | 0.58 CHF | 0.59 CHF | 750,000 | 250,000 | 735,147 | 245,049 | 432,501 CHF | 146,618 CHF | 99.39% | 99.39% |
08/07/2024 | 1.70% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 731,335 | 243,779 | 426,222 CHF | 144,512 CHF | 97.55% | 97.55% |
05/07/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 750,000 | 250,000 | 709,403 | 236,468 | 419,678 CHF | 142,258 CHF | 96.91% | 96.91% |
04/07/2024 | 1.66% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 608,987 | 202,996 | 364,375 CHF | 123,488 CHF | 99.37% | 99.37% |
03/07/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 750,000 | 250,000 | 613,160 | 204,387 | 374,099 CHF | 126,744 CHF | 97.77% | 97.77% |
02/07/2024 | 1.67% | 0.60 CHF | 0.61 CHF | 750,000 | 250,000 | 727,920 | 242,640 | 431,738 CHF | 146,339 CHF | 94.39% | 94.39% |