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 | 3.09% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 706,310 | 235,437 | 224,443 CHF | 77,169 CHF | 94.01% | 94.01% |
12/07/2024 | 3.38% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 218,022 CHF | 75,174 CHF | 94.52% | 94.52% |
11/07/2024 | 3.30% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 690,418 | 230,139 | 205,366 CHF | 70,757 CHF | 94.70% | 94.70% |
10/07/2024 | 2.91% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 203,479 CHF | 69,826 CHF | 96.98% | 96.98% |
09/07/2024 | 2.82% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 209,477 CHF | 71,826 CHF | 97.84% | 97.84% |
08/07/2024 | 2.92% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 606,551 | 202,184 | 204,520 CHF | 70,195 CHF | 95.75% | 95.75% |
05/07/2024 | 2.97% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 603,076 | 201,025 | 199,900 CHF | 68,644 CHF | 94.78% | 94.78% |
04/07/2024 | 2.90% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 203,985 CHF | 69,995 CHF | 94.70% | 94.70% |
03/07/2024 | 2.75% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 215,426 CHF | 73,809 CHF | 97.30% | 97.30% |
02/07/2024 | 2.71% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 218,251 CHF | 74,750 CHF | 96.44% | 96.44% |