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 | 1.92% | 0.53 CHF | 0.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 154,695 CHF | 52,565 CHF | 99.57% | 99.57% |
12/07/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 166,372 CHF | 56,457 CHF | 99.58% | 99.58% |
11/07/2024 | 1.65% | 0.53 CHF | 0.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 180,993 CHF | 61,331 CHF | 92.67% | 92.67% |
10/07/2024 | 1.75% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 169,646 CHF | 57,549 CHF | 98.49% | 98.49% |
09/07/2024 | 1.81% | 0.57 CHF | 0.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 164,086 CHF | 55,695 CHF | 99.03% | 99.03% |
08/07/2024 | 1.78% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 167,045 CHF | 56,682 CHF | 99.58% | 99.58% |
05/07/2024 | 2.24% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 314,719 | 104,906 | 139,115 CHF | 47,421 CHF | 89.81% | 89.81% |
04/07/2024 | 2.17% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 136,702 CHF | 46,567 CHF | 99.20% | 99.20% |
03/07/2024 | 2.31% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 400,764 | 133,588 | 171,110 CHF | 58,373 CHF | 97.72% | 97.72% |
02/07/2024 | 2.46% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 180,805 CHF | 61,768 CHF | 95.41% | 95.41% |