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 | 3.51% | 0.34 CHF | 0.35 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 141,191 CHF | 146,191 CHF | 95.08% | 95.08% |
12/07/2024 | 3.17% | 0.28 CHF | 0.29 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 155,942 CHF | 160,942 CHF | 100.00% | 100.00% |
11/07/2024 | 2.67% | 0.36 CHF | 0.37 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 184,835 CHF | 189,835 CHF | 99.90% | 99.90% |
10/07/2024 | 1.91% | 0.45 CHF | 0.46 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 233,510 CHF | 238,010 CHF | 100.00% | 100.00% |
09/07/2024 | 2.02% | 0.56 CHF | 0.57 CHF | 460,000 | 460,000 | 458,307 | 458,307 | 226,836 CHF | 231,436 CHF | 100.00% | 100.00% |
08/07/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 440,000 | 440,000 | 439,209 | 439,209 | 238,597 CHF | 242,997 CHF | 100.00% | 100.00% |
05/07/2024 | 1.86% | 0.61 CHF | 0.62 CHF | 480,000 | 480,000 | 480,000 | 480,000 | 257,309 CHF | 262,109 CHF | 99.98% | 99.98% |
04/07/2024 | 1.79% | 0.52 CHF | 0.53 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 249,351 CHF | 253,851 CHF | 100.00% | 100.00% |
03/07/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 440,000 | 440,000 | 440,000 | 440,000 | 259,849 CHF | 264,249 CHF | 100.00% | 100.00% |
02/07/2024 | 1.44% | 0.62 CHF | 0.63 CHF | 470,000 | 470,000 | 470,000 | 470,000 | 325,614 CHF | 330,314 CHF | 99.99% | 99.99% |