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 | 3.55% | 2.46 CHF | 2.51 CHF | 100,000 | 100,000 | 43,275 | 37,532 | 105,170 CHF | 93,701 CHF | 98.67% | 98.67% |
12/07/2024 | 3.75% | 2.67 CHF | 2.72 CHF | 100,000 | 100,000 | 45,200 | 37,371 | 108,693 CHF | 93,280 CHF | 99.64% | 99.64% |
11/07/2024 | 3.46% | 2.41 CHF | 2.46 CHF | 100,000 | 100,000 | 41,301 | 39,003 | 102,049 CHF | 99,058 CHF | 90.56% | 90.56% |
10/07/2024 | 4.00% | 2.45 CHF | 2.50 CHF | 100,000 | 100,000 | 45,371 | 37,567 | 105,248 CHF | 91,208 CHF | 97.64% | 97.64% |
09/07/2024 | 3.91% | 2.12 CHF | 2.17 CHF | 100,000 | 100,000 | 45,724 | 37,970 | 99,828 CHF | 85,160 CHF | 96.26% | 96.26% |
08/07/2024 | 4.49% | 1.99 CHF | 2.04 CHF | 200,000 | 200,000 | 74,732 | 74,732 | 148,142 CHF | 153,445 CHF | 99.62% | 99.62% |
05/07/2024 | 5.67% | 1.83 CHF | 1.88 CHF | 200,000 | 200,000 | 74,552 | 74,552 | 122,311 CHF | 127,607 CHF | 95.75% | 95.75% |
04/07/2024 | 6.53% | 1.45 CHF | 1.55 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 59,282 CHF | 63,282 CHF | 97.26% | 97.26% |
03/07/2024 | 5.81% | 1.50 CHF | 1.55 CHF | 200,000 | 200,000 | 74,740 | 74,740 | 111,064 CHF | 116,367 CHF | 99.63% | 99.63% |
02/07/2024 | 7.10% | 1.29 CHF | 1.34 CHF | 200,000 | 200,000 | 86,140 | 78,549 | 106,601 CHF | 103,103 CHF | 89.73% | 89.73% |