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 | 2.50% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 538,980 | 179,660 | 212,486 CHF | 72,625 CHF | 96.16% | 96.16% |
12/07/2024 | 2.52% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 580,233 | 193,411 | 227,616 CHF | 77,806 CHF | 97.60% | 97.60% |
11/07/2024 | 2.50% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 236,843 CHF | 80,948 CHF | 97.89% | 97.89% |
10/07/2024 | 2.24% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 456,069 | 152,023 | 201,213 CHF | 68,591 CHF | 96.75% | 96.75% |
09/07/2024 | 2.12% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 209,734 CHF | 71,411 CHF | 94.82% | 94.82% |
08/07/2024 | 2.22% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 569,374 | 189,791 | 254,012 CHF | 86,569 CHF | 94.02% | 94.02% |
05/07/2024 | 2.28% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 260,475 CHF | 88,825 CHF | 97.63% | 97.63% |
04/07/2024 | 2.34% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 253,637 CHF | 86,546 CHF | 90.56% | 90.56% |
03/07/2024 | 2.24% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 265,045 CHF | 90,348 CHF | 95.91% | 95.91% |
02/07/2024 | 1.98% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 225,667 CHF | 76,723 CHF | 98.90% | 98.90% |