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 | 1.94% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 306,780 CHF | 104,260 CHF | 96.49% | 96.49% |
12/07/2024 | 1.96% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 303,790 CHF | 103,263 CHF | 91.94% | 91.94% |
11/07/2024 | 1.82% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 327,385 CHF | 111,128 CHF | 98.50% | 98.50% |
10/07/2024 | 1.65% | 0.60 CHF | 0.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 359,701 CHF | 121,900 CHF | 98.37% | 98.37% |
09/07/2024 | 1.69% | 0.61 CHF | 0.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 352,307 CHF | 119,436 CHF | 97.87% | 97.87% |
08/07/2024 | 1.82% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 326,972 CHF | 110,991 CHF | 98.00% | 98.00% |
05/07/2024 | 1.80% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 330,998 CHF | 112,333 CHF | 98.98% | 98.98% |
04/07/2024 | 1.80% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 329,961 CHF | 111,987 CHF | 99.57% | 99.57% |
03/07/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 346,029 CHF | 117,343 CHF | 97.67% | 97.67% |
02/07/2024 | 1.74% | 0.58 CHF | 0.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 341,831 CHF | 115,944 CHF | 99.55% | 99.55% |