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 | 1.94% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 306,921 CHF | 104,307 CHF | 98.69% | 98.69% |
12/07/2024 | 2.08% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 285,081 CHF | 97,027 CHF | 98.81% | 98.81% |
11/07/2024 | 1.97% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 301,413 CHF | 102,471 CHF | 98.84% | 98.84% |
10/07/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 298,757 CHF | 101,586 CHF | 98.73% | 98.73% |
09/07/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 297,265 CHF | 101,088 CHF | 98.77% | 98.77% |
08/07/2024 | 2.10% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 282,560 CHF | 96,187 CHF | 98.74% | 98.74% |
05/07/2024 | 2.45% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 241,982 CHF | 82,661 CHF | 98.80% | 98.80% |
04/07/2024 | 2.44% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 242,498 CHF | 82,833 CHF | 98.75% | 98.75% |
03/07/2024 | 2.57% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 230,201 CHF | 78,734 CHF | 98.84% | 98.84% |
02/07/2024 | 2.06% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 288,025 CHF | 98,008 CHF | 98.71% | 98.71% |