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 | 1.81% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 328,515 CHF | 111,505 CHF | 99.36% | 99.36% |
12/07/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 344,027 CHF | 116,676 CHF | 99.28% | 99.28% |
11/07/2024 | 1.72% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 346,485 CHF | 117,495 CHF | 99.34% | 99.34% |
10/07/2024 | 1.87% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 317,694 CHF | 107,898 CHF | 99.43% | 99.43% |
09/07/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 305,662 CHF | 103,887 CHF | 99.33% | 99.33% |
08/07/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 602,165 | 200,722 | 313,536 CHF | 106,519 CHF | 99.32% | 99.32% |
05/07/2024 | 2.04% | 0.48 CHF | 0.49 CHF | 750,000 | 250,000 | 716,777 | 238,926 | 347,136 CHF | 118,101 CHF | 99.29% | 99.29% |
04/07/2024 | 2.09% | 0.48 CHF | 0.49 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 354,716 CHF | 120,739 CHF | 99.37% | 99.37% |
03/07/2024 | 2.12% | 0.47 CHF | 0.48 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 350,391 CHF | 119,297 CHF | 99.38% | 99.38% |
02/07/2024 | 2.05% | 0.48 CHF | 0.49 CHF | 750,000 | 250,000 | 746,713 | 248,904 | 360,938 CHF | 122,802 CHF | 99.31% | 99.31% |