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 | 3.45% | 1.03 CHF | 1.05 CHF | 300,000 | 300,000 | 112,625 | 112,625 | 116,703 CHF | 119,893 CHF | 98.69% | 98.69% |
12/07/2024 | 3.30% | 0.96 CHF | 0.98 CHF | 300,000 | 300,000 | 112,115 | 112,115 | 116,407 CHF | 119,589 CHF | 99.64% | 99.64% |
11/07/2024 | 3.42% | 1.05 CHF | 1.07 CHF | 500,000 | 500,000 | 195,069 | 195,069 | 200,036 CHF | 205,462 CHF | 90.58% | 90.58% |
10/07/2024 | 4.55% | 1.06 CHF | 1.09 CHF | 300,000 | 300,000 | 112,701 | 112,701 | 122,330 CHF | 127,115 CHF | 97.64% | 97.64% |
09/07/2024 | 4.58% | 1.20 CHF | 1.23 CHF | 300,000 | 300,000 | 113,857 | 113,857 | 133,089 CHF | 137,901 CHF | 96.24% | 96.24% |
08/07/2024 | 4.04% | 1.30 CHF | 1.33 CHF | 300,000 | 300,000 | 112,151 | 112,151 | 144,039 CHF | 148,812 CHF | 99.59% | 99.59% |
05/07/2024 | 5.35% | 1.40 CHF | 1.45 CHF | 200,000 | 200,000 | 74,474 | 74,474 | 115,188 CHF | 120,481 CHF | 95.70% | 95.70% |
04/07/2024 | 5.81% | 1.70 CHF | 1.80 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 66,803 CHF | 70,803 CHF | 94.57% | 94.57% |
03/07/2024 | 5.16% | 1.70 CHF | 1.75 CHF | 200,000 | 200,000 | 74,742 | 74,742 | 126,986 CHF | 132,288 CHF | 99.63% | 99.63% |
02/07/2024 | 4.15% | 1.99 CHF | 2.04 CHF | 200,000 | 200,000 | 78,547 | 78,547 | 159,738 CHF | 165,183 CHF | 89.73% | 89.73% |