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 | 1.30% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 230,164 CHF | 77,721 CHF | 96.71% | 96.71% |
12/07/2024 | 1.32% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 225,971 CHF | 76,324 CHF | 98.92% | 98.92% |
11/07/2024 | 1.31% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 227,779 CHF | 76,927 CHF | 99.04% | 99.04% |
10/07/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 215,810 CHF | 72,937 CHF | 96.62% | 96.62% |
09/07/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 213,319 CHF | 72,106 CHF | 98.07% | 98.07% |
08/07/2024 | 1.50% | 0.69 CHF | 0.70 CHF | 300,000 | 100,000 | 314,450 | 104,817 | 207,784 CHF | 70,310 CHF | 98.88% | 98.88% |
05/07/2024 | 1.66% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 268,593 CHF | 91,031 CHF | 94.94% | 94.94% |
04/07/2024 | 1.64% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 272,760 CHF | 92,420 CHF | 98.64% | 98.64% |
03/07/2024 | 1.68% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 265,942 CHF | 90,147 CHF | 99.04% | 99.04% |
02/07/2024 | 1.63% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 442,374 | 147,458 | 269,692 CHF | 91,372 CHF | 98.64% | 98.64% |