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 | 2.30% | 0.43 CHF | 0.44 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 322,153 CHF | 109,884 CHF | 95.65% | 95.65% |
12/07/2024 | 2.15% | 0.45 CHF | 0.46 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 345,580 CHF | 117,693 CHF | 99.41% | 99.41% |
11/07/2024 | 1.94% | 0.49 CHF | 0.50 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 382,531 CHF | 130,010 CHF | 98.28% | 98.28% |
10/07/2024 | 2.05% | 0.49 CHF | 0.50 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 362,766 CHF | 123,422 CHF | 96.15% | 96.15% |
09/07/2024 | 2.01% | 0.50 CHF | 0.51 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 369,172 CHF | 125,557 CHF | 96.95% | 96.95% |
08/07/2024 | 2.18% | 0.47 CHF | 0.48 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 340,947 CHF | 116,149 CHF | 93.54% | 93.54% |
05/07/2024 | 2.08% | 0.45 CHF | 0.46 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 356,527 CHF | 121,342 CHF | 96.09% | 96.09% |
04/07/2024 | 2.03% | 0.48 CHF | 0.49 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 365,648 CHF | 124,383 CHF | 99.56% | 99.56% |
03/07/2024 | 2.11% | 0.50 CHF | 0.51 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 351,216 CHF | 119,572 CHF | 98.83% | 98.83% |
02/07/2024 | 2.26% | 0.48 CHF | 0.49 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 328,163 CHF | 111,888 CHF | 99.56% | 99.56% |