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 | 3.59% | 0.29 CHF | 0.30 CHF | 900,000 | 300,000 | 965,223 | 365,223 | 264,195 CHF | 103,483 CHF | 99.59% | 99.59% |
12/07/2024 | 3.54% | 0.28 CHF | 0.29 CHF | 900,000 | 300,000 | 964,458 | 364,458 | 267,630 CHF | 104,725 CHF | 99.58% | 99.58% |
11/07/2024 | 3.64% | 0.27 CHF | 0.28 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 270,096 CHF | 112,039 CHF | 99.47% | 99.47% |
10/07/2024 | 3.76% | 0.26 CHF | 0.27 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 261,359 CHF | 108,544 CHF | 99.59% | 99.59% |
09/07/2024 | 3.87% | 0.24 CHF | 0.25 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 253,785 CHF | 105,514 CHF | 99.58% | 99.58% |
08/07/2024 | 3.20% | 0.29 CHF | 0.30 CHF | 1,000,000 | 400,000 | 915,037 | 315,037 | 281,538 CHF | 99,924 CHF | 99.55% | 99.55% |
05/07/2024 | 3.08% | 0.32 CHF | 0.33 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 287,630 CHF | 98,877 CHF | 99.47% | 99.47% |
04/07/2024 | 2.95% | 0.33 CHF | 0.34 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 300,424 CHF | 103,141 CHF | 99.58% | 99.58% |
03/07/2024 | 3.34% | 0.30 CHF | 0.31 CHF | 1,000,000 | 400,000 | 968,135 | 368,135 | 285,252 CHF | 112,036 CHF | 99.59% | 99.59% |
02/07/2024 | 4.00% | 0.25 CHF | 0.26 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 245,444 CHF | 102,178 CHF | 99.57% | 99.57% |