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 | 1.09% | 0.91 CHF | 0.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 272,812 CHF | 91,937 CHF | 96.72% | 96.72% |
12/07/2024 | 1.11% | 0.93 CHF | 0.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 269,214 CHF | 90,738 CHF | 99.10% | 99.10% |
11/07/2024 | 1.10% | 0.88 CHF | 0.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 271,265 CHF | 91,422 CHF | 99.06% | 99.06% |
10/07/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 259,209 CHF | 87,403 CHF | 96.61% | 96.61% |
09/07/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 256,293 CHF | 86,431 CHF | 98.07% | 98.07% |
08/07/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 309,742 | 103,247 | 249,398 CHF | 84,165 CHF | 98.80% | 98.80% |
05/07/2024 | 1.35% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 331,280 CHF | 111,927 CHF | 94.94% | 94.94% |
04/07/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 335,243 CHF | 113,248 CHF | 98.65% | 98.65% |
03/07/2024 | 1.36% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 328,261 CHF | 110,920 CHF | 99.15% | 99.15% |
02/07/2024 | 1.33% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 436,950 | 145,650 | 325,287 CHF | 109,885 CHF | 98.63% | 98.63% |