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 | 2.99% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 711,008 | 237,003 | 233,702 CHF | 80,271 CHF | 96.38% | 96.38% |
12/07/2024 | 3.03% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 742,600 | 247,533 | 241,485 CHF | 82,970 CHF | 97.74% | 97.74% |
11/07/2024 | 3.02% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 245,040 CHF | 84,180 CHF | 97.90% | 97.90% |
10/07/2024 | 2.72% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 217,574 CHF | 74,525 CHF | 96.76% | 96.76% |
09/07/2024 | 2.59% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 229,095 CHF | 78,365 CHF | 94.84% | 94.84% |
08/07/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 602,423 | 200,808 | 222,056 CHF | 76,027 CHF | 94.06% | 94.06% |
05/07/2024 | 2.74% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 708,418 | 236,139 | 255,077 CHF | 87,387 CHF | 97.64% | 97.64% |
04/07/2024 | 2.79% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 264,949 CHF | 90,816 CHF | 90.55% | 90.55% |
03/07/2024 | 2.69% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 669,948 | 223,316 | 245,405 CHF | 84,035 CHF | 95.91% | 95.91% |
02/07/2024 | 2.39% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 248,606 CHF | 84,869 CHF | 98.91% | 98.91% |