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 | 3.06% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 241,211 CHF | 82,904 CHF | 96.52% | 96.52% |
12/07/2024 | 3.10% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 238,223 CHF | 81,908 CHF | 91.99% | 91.99% |
11/07/2024 | 2.83% | 0.33 CHF | 0.34 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 261,694 CHF | 89,731 CHF | 98.51% | 98.51% |
10/07/2024 | 2.52% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 234,881 CHF | 80,294 CHF | 98.34% | 98.34% |
09/07/2024 | 2.61% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 226,923 CHF | 77,641 CHF | 97.88% | 97.88% |
08/07/2024 | 2.88% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 746,762 | 248,921 | 255,484 CHF | 87,651 CHF | 97.98% | 97.98% |
05/07/2024 | 2.81% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 731,517 | 243,839 | 256,189 CHF | 87,835 CHF | 98.99% | 98.99% |
04/07/2024 | 2.83% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 261,313 CHF | 89,604 CHF | 99.56% | 99.56% |
03/07/2024 | 2.69% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 603,789 | 201,263 | 221,548 CHF | 75,862 CHF | 97.69% | 97.69% |
02/07/2024 | 2.74% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,039 | 200,013 | 216,109 CHF | 74,037 CHF | 99.57% | 99.57% |