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 | 2.45% | 0.42 CHF | 0.43 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 302,861 CHF | 103,454 CHF | 99.58% | 99.58% |
12/07/2024 | 2.43% | 0.41 CHF | 0.42 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 304,744 CHF | 104,081 CHF | 99.59% | 99.59% |
11/07/2024 | 2.49% | 0.39 CHF | 0.40 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 357,620 CHF | 122,207 CHF | 99.48% | 99.48% |
10/07/2024 | 2.56% | 0.38 CHF | 0.39 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 346,500 CHF | 118,500 CHF | 99.66% | 99.66% |
09/07/2024 | 2.63% | 0.36 CHF | 0.37 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 337,985 CHF | 115,662 CHF | 99.58% | 99.58% |
08/07/2024 | 2.23% | 0.42 CHF | 0.43 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 332,292 CHF | 113,264 CHF | 99.57% | 99.57% |
05/07/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 343,626 CHF | 117,042 CHF | 99.58% | 99.58% |
04/07/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 355,284 CHF | 120,928 CHF | 99.58% | 99.58% |
03/07/2024 | 2.31% | 0.43 CHF | 0.44 CHF | 750,000 | 250,000 | 762,416 | 254,139 | 325,973 CHF | 111,199 CHF | 99.56% | 99.56% |
02/07/2024 | 2.70% | 0.37 CHF | 0.38 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 328,783 CHF | 112,594 CHF | 99.57% | 99.57% |