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 | 2.64% | 0.56 CHF | 0.57 CHF | 84,007 | 50,000 | 83,454 | 50,000 | 43,898 CHF | 26,997 CHF | 98.60% | 98.60% |
12/07/2024 | 1.97% | 0.58 CHF | 0.59 CHF | 84,269 | 50,000 | 84,268 | 50,000 | 48,509 CHF | 29,353 CHF | 99.38% | 99.38% |
11/07/2024 | 2.32% | 0.56 CHF | 0.57 CHF | 83,924 | 50,000 | 83,513 | 50,000 | 43,370 CHF | 26,562 CHF | 98.84% | 98.84% |
10/07/2024 | 2.51% | 0.43 CHF | 0.44 CHF | 82,353 | 50,000 | 82,122 | 50,000 | 34,565 CHF | 21,574 CHF | 100.00% | 100.00% |
09/07/2024 | 3.63% | 0.41 CHF | 0.43 CHF | 82,010 | 50,000 | 81,752 | 50,000 | 32,357 CHF | 20,519 CHF | 100.00% | 100.00% |
08/07/2024 | 3.50% | 0.42 CHF | 0.43 CHF | 81,983 | 50,000 | 81,634 | 50,000 | 32,783 CHF | 20,791 CHF | 100.00% | 100.00% |
05/07/2024 | 2.88% | 0.44 CHF | 0.46 CHF | 82,460 | 50,000 | 82,446 | 50,000 | 36,414 CHF | 22,724 CHF | 99.62% | 99.62% |
04/07/2024 | 3.14% | 0.42 CHF | 0.44 CHF | 82,296 | 50,000 | 82,382 | 50,000 | 34,916 CHF | 21,866 CHF | 100.00% | 100.00% |
03/07/2024 | 2.67% | 0.47 CHF | 0.49 CHF | 83,157 | 50,000 | 84,056 | 50,000 | 43,639 CHF | 26,648 CHF | 99.73% | 99.73% |
02/07/2024 | 2.09% | 0.62 CHF | 0.64 CHF | 85,773 | 50,000 | 80,048 | 50,000 | 52,919 CHF | 33,754 CHF | 100.00% | 100.00% |