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 | 2.88% | 0.34 CHF | 0.35 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 308,574 CHF | 105,858 CHF | 95.49% | 95.49% |
12/07/2024 | 2.68% | 0.36 CHF | 0.37 CHF | 900,000 | 300,000 | 898,140 | 299,380 | 331,316 CHF | 113,433 CHF | 99.47% | 99.47% |
11/07/2024 | 2.39% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 310,283 CHF | 105,928 CHF | 98.39% | 98.39% |
10/07/2024 | 2.53% | 0.39 CHF | 0.40 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 293,198 CHF | 100,232 CHF | 96.14% | 96.14% |
09/07/2024 | 2.49% | 0.41 CHF | 0.42 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 297,212 CHF | 101,571 CHF | 96.95% | 96.95% |
08/07/2024 | 2.71% | 0.38 CHF | 0.39 CHF | 750,000 | 250,000 | 865,433 | 288,478 | 314,212 CHF | 107,622 CHF | 93.55% | 93.55% |
05/07/2024 | 2.57% | 0.36 CHF | 0.37 CHF | 900,000 | 300,000 | 770,138 | 256,713 | 295,190 CHF | 100,964 CHF | 96.06% | 96.06% |
04/07/2024 | 2.54% | 0.39 CHF | 0.40 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 291,932 CHF | 99,811 CHF | 99.58% | 99.58% |
03/07/2024 | 2.62% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 750,141 | 250,047 | 282,638 CHF | 96,713 CHF | 98.89% | 98.89% |
02/07/2024 | 2.84% | 0.39 CHF | 0.40 CHF | 750,000 | 250,000 | 876,239 | 292,080 | 304,045 CHF | 104,269 CHF | 99.57% | 99.57% |