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 | 1.91% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 311,350 CHF | 105,783 CHF | 98.81% | 98.81% |
12/07/2024 | 1.83% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 324,974 CHF | 110,325 CHF | 98.80% | 98.80% |
11/07/2024 | 1.60% | 0.60 CHF | 0.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 373,253 CHF | 126,418 CHF | 99.32% | 99.32% |
10/07/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 379,604 CHF | 128,535 CHF | 98.38% | 98.38% |
09/07/2024 | 1.63% | 0.64 CHF | 0.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 365,454 CHF | 123,818 CHF | 97.74% | 97.74% |
08/07/2024 | 1.77% | 0.58 CHF | 0.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 337,057 CHF | 114,352 CHF | 97.50% | 97.50% |
05/07/2024 | 1.86% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 320,264 CHF | 108,755 CHF | 98.24% | 98.24% |
04/07/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 318,866 CHF | 108,289 CHF | 94.22% | 94.22% |
03/07/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 322,023 CHF | 109,341 CHF | 99.39% | 99.39% |
02/07/2024 | 1.71% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 347,907 CHF | 117,969 CHF | 99.01% | 99.01% |