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 | 2.29% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 69,941 | 30,087 | 56,024 CHF | 24,602 CHF | 94.21% | 94.21% |
12/07/2024 | 2.63% | 0.80 CHF | 0.81 CHF | 70,000 | 50,000 | 77,749 | 29,897 | 55,041 CHF | 22,136 CHF | 97.91% | 97.91% |
11/07/2024 | 2.29% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 70,000 | 29,831 | 55,834 CHF | 24,126 CHF | 99.27% | 99.27% |
10/07/2024 | 2.32% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 70,000 | 30,005 | 55,670 CHF | 24,366 CHF | 95.80% | 95.80% |
09/07/2024 | 1.86% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 69,000 | 36,849 | 54,622 CHF | 29,260 CHF | 44.81% | 44.81% |
08/07/2024 | 2.85% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 81,624 | 30,001 | 53,447 CHF | 20,490 CHF | 95.89% | 95.89% |
05/07/2024 | 3.66% | 0.57 CHF | 0.59 CHF | 90,000 | 75,000 | 104,038 | 35,332 | 52,467 CHF | 18,607 CHF | 98.35% | 98.35% |
04/07/2024 | 3.67% | 0.50 CHF | 0.51 CHF | 100,000 | 75,000 | 107,565 | 35,259 | 53,572 CHF | 18,127 CHF | 99.13% | 99.13% |
03/07/2024 | 3.76% | 0.49 CHF | 0.50 CHF | 110,000 | 75,000 | 110,000 | 35,204 | 53,545 CHF | 17,680 CHF | 99.69% | 99.69% |
02/07/2024 | 4.03% | 0.46 CHF | 0.47 CHF | 110,000 | 75,000 | 116,860 | 35,140 | 53,151 CHF | 16,706 CHF | 99.69% | 99.69% |