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 | 1.91% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 310,587 CHF | 105,529 CHF | 96.64% | 96.64% |
12/07/2024 | 1.93% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 308,453 CHF | 104,818 CHF | 91.93% | 91.93% |
11/07/2024 | 1.81% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 329,377 CHF | 111,792 CHF | 98.51% | 98.51% |
10/07/2024 | 1.65% | 0.60 CHF | 0.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 360,000 CHF | 122,000 CHF | 98.38% | 98.38% |
09/07/2024 | 1.69% | 0.62 CHF | 0.63 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 352,424 CHF | 119,475 CHF | 97.89% | 97.89% |
08/07/2024 | 1.81% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 329,003 CHF | 111,668 CHF | 98.09% | 98.09% |
05/07/2024 | 1.79% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 331,683 CHF | 112,561 CHF | 99.02% | 99.02% |
04/07/2024 | 1.80% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 330,762 CHF | 112,254 CHF | 99.56% | 99.56% |
03/07/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 346,076 CHF | 117,359 CHF | 97.69% | 97.69% |
02/07/2024 | 1.74% | 0.58 CHF | 0.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 341,865 CHF | 115,955 CHF | 99.55% | 99.55% |