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 | 2.67% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 166,000 CHF | 56,834 CHF | 99.54% | 99.54% |
12/07/2024 | 2.80% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 495,936 | 165,312 | 174,717 CHF | 59,892 CHF | 97.98% | 97.98% |
11/07/2024 | 3.00% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 197,222 CHF | 67,741 CHF | 99.35% | 99.35% |
10/07/2024 | 3.01% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 196,424 CHF | 67,474 CHF | 94.56% | 94.56% |
09/07/2024 | 2.91% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 202,969 CHF | 69,656 CHF | 99.12% | 99.12% |
08/07/2024 | 2.71% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 481,541 | 160,514 | 174,765 CHF | 59,860 CHF | 98.87% | 98.87% |
05/07/2024 | 2.77% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 487,077 | 162,359 | 172,849 CHF | 59,240 CHF | 99.56% | 99.56% |
04/07/2024 | 2.70% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 451,987 | 150,662 | 165,341 CHF | 56,620 CHF | 99.58% | 99.58% |
03/07/2024 | 2.78% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 573,088 | 191,029 | 203,049 CHF | 69,593 CHF | 99.61% | 99.61% |
02/07/2024 | 2.78% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 549,195 | 183,065 | 194,787 CHF | 66,760 CHF | 99.57% | 99.57% |