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 | 4.69% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 913,779 | 313,779 | 190,290 CHF | 68,324 CHF | 99.05% | 99.05% |
12/07/2024 | 4.00% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 815,845 | 271,948 | 199,674 CHF | 69,277 CHF | 99.73% | 99.73% |
11/07/2024 | 3.62% | 0.25 CHF | 0.26 CHF | 900,000 | 300,000 | 758,885 | 252,962 | 206,067 CHF | 71,219 CHF | 98.82% | 98.82% |
10/07/2024 | 3.44% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 214,236 CHF | 73,912 CHF | 98.50% | 98.50% |
09/07/2024 | 3.62% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 203,756 CHF | 70,419 CHF | 99.54% | 99.54% |
08/07/2024 | 3.64% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,185 | 250,062 | 202,320 CHF | 69,941 CHF | 96.25% | 96.25% |
05/07/2024 | 3.64% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,034 | 250,011 | 202,614 CHF | 70,038 CHF | 99.43% | 99.43% |
04/07/2024 | 3.77% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 753,007 | 251,002 | 195,886 CHF | 67,805 CHF | 99.39% | 99.39% |
03/07/2024 | 3.47% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 212,291 CHF | 73,264 CHF | 99.57% | 99.57% |
02/07/2024 | 3.39% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 217,407 CHF | 74,969 CHF | 99.44% | 99.44% |