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% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 257,159 CHF | 88,220 CHF | 95.49% | 95.49% |
12/07/2024 | 2.63% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 281,045 CHF | 96,182 CHF | 99.44% | 99.44% |
11/07/2024 | 2.35% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 315,985 CHF | 107,828 CHF | 98.34% | 98.34% |
10/07/2024 | 2.47% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 299,376 CHF | 102,292 CHF | 96.14% | 96.14% |
09/07/2024 | 2.45% | 0.41 CHF | 0.42 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 303,037 CHF | 103,512 CHF | 96.95% | 96.95% |
08/07/2024 | 2.69% | 0.39 CHF | 0.40 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 275,019 CHF | 94,173 CHF | 93.54% | 93.54% |
05/07/2024 | 2.52% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 294,018 CHF | 100,506 CHF | 96.11% | 96.11% |
04/07/2024 | 2.47% | 0.39 CHF | 0.40 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 299,384 CHF | 102,295 CHF | 99.58% | 99.58% |
03/07/2024 | 2.61% | 0.41 CHF | 0.42 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 284,140 CHF | 97,213 CHF | 98.77% | 98.77% |
02/07/2024 | 2.84% | 0.39 CHF | 0.40 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 261,251 CHF | 89,584 CHF | 99.60% | 99.60% |