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 | 2.41% | 0.41 CHF | 0.42 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 307,867 CHF | 105,122 CHF | 95.51% | 95.51% |
12/07/2024 | 2.52% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 293,892 CHF | 100,464 CHF | 99.44% | 99.44% |
11/07/2024 | 2.78% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 867,650 | 289,217 | 306,973 CHF | 105,217 CHF | 98.40% | 98.40% |
10/07/2024 | 2.61% | 0.37 CHF | 0.38 CHF | 750,000 | 250,000 | 750,713 | 250,238 | 283,688 CHF | 97,065 CHF | 96.17% | 96.17% |
09/07/2024 | 2.66% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 278,064 CHF | 95,188 CHF | 96.95% | 96.95% |
08/07/2024 | 2.45% | 0.39 CHF | 0.40 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 302,632 CHF | 103,377 CHF | 93.51% | 93.51% |
05/07/2024 | 2.54% | 0.41 CHF | 0.42 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 291,273 CHF | 99,591 CHF | 96.09% | 96.09% |
04/07/2024 | 2.57% | 0.39 CHF | 0.40 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 288,299 CHF | 98,600 CHF | 99.56% | 99.56% |
03/07/2024 | 2.48% | 0.37 CHF | 0.38 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 298,980 CHF | 102,160 CHF | 98.90% | 98.90% |
02/07/2024 | 2.26% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 329,062 CHF | 112,187 CHF | 99.60% | 99.60% |