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 | 1.96% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 227,647 CHF | 77,383 CHF | 98.76% | 98.76% |
12/07/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 241,743 CHF | 82,081 CHF | 99.58% | 99.58% |
11/07/2024 | 1.73% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 258,736 CHF | 87,745 CHF | 93.77% | 93.77% |
10/07/2024 | 1.84% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 242,686 CHF | 82,396 CHF | 98.49% | 98.49% |
09/07/2024 | 1.88% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 237,545 CHF | 80,682 CHF | 99.03% | 99.03% |
08/07/2024 | 1.86% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 239,608 CHF | 81,369 CHF | 99.58% | 99.58% |
05/07/2024 | 2.21% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 201,777 CHF | 68,759 CHF | 89.82% | 89.82% |
04/07/2024 | 2.16% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 206,578 CHF | 70,359 CHF | 99.20% | 99.20% |
03/07/2024 | 2.26% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 196,796 CHF | 67,099 CHF | 97.73% | 97.73% |
02/07/2024 | 2.39% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 186,128 CHF | 63,543 CHF | 95.42% | 95.42% |