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 | 4.45% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 164,969 CHF | 57,490 CHF | 95.57% | 95.57% |
12/07/2024 | 3.86% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 190,647 CHF | 66,049 CHF | 99.42% | 99.42% |
11/07/2024 | 3.24% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 602,537 | 200,846 | 182,943 CHF | 62,989 CHF | 98.05% | 98.05% |
10/07/2024 | 3.51% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 634,469 | 211,490 | 177,659 CHF | 61,335 CHF | 96.14% | 96.14% |
09/07/2024 | 3.45% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 170,777 CHF | 58,926 CHF | 96.95% | 96.95% |
08/07/2024 | 3.98% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 738,980 | 246,327 | 181,994 CHF | 63,128 CHF | 93.55% | 93.55% |
05/07/2024 | 3.63% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 729,007 | 243,002 | 197,812 CHF | 68,368 CHF | 96.07% | 96.07% |
04/07/2024 | 3.52% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 747,208 | 249,069 | 208,600 CHF | 72,024 CHF | 99.58% | 99.58% |
03/07/2024 | 3.79% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 728,180 | 242,727 | 188,495 CHF | 65,259 CHF | 98.87% | 98.87% |
02/07/2024 | 4.30% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 171,300 CHF | 59,600 CHF | 99.55% | 99.55% |