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 | 2.15% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 276,257 CHF | 94,086 CHF | 98.69% | 98.69% |
12/07/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 298,432 CHF | 101,477 CHF | 98.81% | 98.81% |
11/07/2024 | 2.11% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 281,126 CHF | 95,709 CHF | 98.84% | 98.84% |
10/07/2024 | 2.10% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 283,336 CHF | 96,445 CHF | 98.75% | 98.75% |
09/07/2024 | 2.08% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 285,215 CHF | 97,072 CHF | 98.76% | 98.76% |
08/07/2024 | 1.99% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 299,073 CHF | 101,691 CHF | 98.75% | 98.75% |
05/07/2024 | 1.74% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 341,307 CHF | 115,769 CHF | 98.78% | 98.78% |
04/07/2024 | 1.74% | 0.58 CHF | 0.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 341,075 CHF | 115,692 CHF | 98.75% | 98.75% |
03/07/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 353,297 CHF | 119,766 CHF | 98.84% | 98.84% |
02/07/2024 | 2.02% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 293,855 CHF | 99,952 CHF | 98.72% | 98.72% |