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 | 2.25% | 0.84 CHF | 0.85 CHF | 60,000 | 50,000 | 69,510 | 30,084 | 56,828 CHF | 25,102 CHF | 94.15% | 94.15% |
12/07/2024 | 2.58% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 76,972 | 29,899 | 55,752 CHF | 22,627 CHF | 97.88% | 97.88% |
11/07/2024 | 2.24% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 69,656 | 29,834 | 56,719 CHF | 24,628 CHF | 99.23% | 99.23% |
10/07/2024 | 2.27% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 69,968 | 30,008 | 56,818 CHF | 24,871 CHF | 95.76% | 95.76% |
09/07/2024 | 1.83% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 65,326 | 36,852 | 52,676 CHF | 29,873 CHF | 44.80% | 44.80% |
08/07/2024 | 2.78% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 79,906 | 30,005 | 53,581 CHF | 20,974 CHF | 95.83% | 95.83% |
05/07/2024 | 3.55% | 0.59 CHF | 0.60 CHF | 90,000 | 75,000 | 99,679 | 35,342 | 51,878 CHF | 19,174 CHF | 98.33% | 98.33% |
04/07/2024 | 3.55% | 0.52 CHF | 0.53 CHF | 100,000 | 75,000 | 100,000 | 35,255 | 51,395 CHF | 18,681 CHF | 99.17% | 99.17% |
03/07/2024 | 3.65% | 0.51 CHF | 0.52 CHF | 100,000 | 75,000 | 101,734 | 35,210 | 51,118 CHF | 18,241 CHF | 99.64% | 99.64% |
02/07/2024 | 3.91% | 0.48 CHF | 0.49 CHF | 110,000 | 75,000 | 109,509 | 35,144 | 51,556 CHF | 17,263 CHF | 99.66% | 99.66% |