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 | 3.64% | 0.49 CHF | 0.50 CHF | 500,000 | 500,000 | 187,701 | 187,701 | 92,503 CHF | 95,161 CHF | 98.68% | 98.68% |
12/07/2024 | 3.44% | 0.45 CHF | 0.46 CHF | 500,000 | 500,000 | 186,856 | 186,856 | 92,396 CHF | 95,048 CHF | 99.64% | 99.64% |
11/07/2024 | 3.60% | 0.50 CHF | 0.51 CHF | 500,000 | 500,000 | 195,197 | 195,197 | 95,091 CHF | 97,805 CHF | 90.61% | 90.61% |
10/07/2024 | 6.18% | 0.50 CHF | 0.52 CHF | 500,000 | 500,000 | 187,842 | 187,842 | 97,914 CHF | 103,231 CHF | 97.65% | 97.65% |
09/07/2024 | 6.22% | 0.60 CHF | 0.62 CHF | 500,000 | 500,000 | 189,463 | 189,463 | 108,627 CHF | 113,969 CHF | 96.14% | 96.14% |
08/07/2024 | 5.28% | 0.66 CHF | 0.68 CHF | 500,000 | 500,000 | 186,915 | 186,915 | 121,260 CHF | 126,564 CHF | 99.58% | 99.58% |
05/07/2024 | 5.89% | 0.72 CHF | 0.75 CHF | 300,000 | 300,000 | 111,852 | 111,852 | 92,599 CHF | 97,366 CHF | 95.77% | 95.77% |
04/07/2024 | 6.37% | 0.93 CHF | 0.99 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 54,758 CHF | 58,358 CHF | 93.96% | 93.96% |
03/07/2024 | 5.65% | 0.93 CHF | 0.96 CHF | 300,000 | 300,000 | 112,115 | 112,115 | 104,403 CHF | 109,175 CHF | 99.63% | 99.63% |
02/07/2024 | 4.30% | 1.14 CHF | 1.17 CHF | 200,000 | 200,000 | 85,861 | 78,252 | 100,933 CHF | 94,991 CHF | 89.51% | 89.51% |