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 | 1.84% | 0.55 CHF | 0.56 CHF | 560,000 | 560,000 | 560,000 | 560,000 | 301,936 CHF | 307,536 CHF | 100.00% | 100.00% |
12/07/2024 | 1.88% | 0.54 CHF | 0.55 CHF | 560,000 | 560,000 | 560,000 | 560,000 | 295,229 CHF | 300,829 CHF | 99.85% | 99.85% |
11/07/2024 | 1.94% | 0.52 CHF | 0.53 CHF | 570,000 | 570,000 | 570,000 | 570,000 | 291,485 CHF | 297,185 CHF | 71.51% | 71.51% |
10/07/2024 | 2.05% | 0.49 CHF | 0.50 CHF | 580,000 | 580,000 | 580,000 | 580,000 | 279,544 CHF | 285,344 CHF | 99.38% | 99.38% |
09/07/2024 | 2.07% | 0.47 CHF | 0.48 CHF | 570,000 | 570,000 | 567,915 | 567,915 | 273,240 CHF | 278,940 CHF | 100.00% | 100.00% |
08/07/2024 | 2.00% | 0.49 CHF | 0.50 CHF | 580,000 | 580,000 | 578,990 | 578,990 | 287,696 CHF | 293,496 CHF | 100.00% | 100.00% |
05/07/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 580,000 | 580,000 | 580,000 | 580,000 | 284,580 CHF | 290,380 CHF | 99.56% | 99.56% |
04/07/2024 | 2.09% | 0.49 CHF | 0.50 CHF | 580,000 | 580,000 | 580,000 | 580,000 | 275,028 CHF | 280,828 CHF | 100.00% | 100.00% |
03/07/2024 | 2.13% | 0.49 CHF | 0.50 CHF | 590,000 | 590,000 | 590,000 | 590,000 | 274,395 CHF | 280,295 CHF | 99.77% | 99.77% |
02/07/2024 | 2.27% | 0.45 CHF | 0.46 CHF | 590,000 | 590,000 | 590,000 | 590,000 | 257,090 CHF | 262,990 CHF | 99.91% | 99.91% |