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 | 2.00% | 0.94 CHF | 0.95 CHF | 60,000 | 50,000 | 60,000 | 30,089 | 55,297 CHF | 28,232 CHF | 94.20% | 94.20% |
12/07/2024 | 2.24% | 0.92 CHF | 0.93 CHF | 60,000 | 50,000 | 67,749 | 29,897 | 56,111 CHF | 25,739 CHF | 97.91% | 97.91% |
11/07/2024 | 2.00% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 60,000 | 29,831 | 55,104 CHF | 27,727 CHF | 99.27% | 99.27% |
10/07/2024 | 2.02% | 0.93 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 30,005 | 54,975 CHF | 27,996 CHF | 95.80% | 95.80% |
09/07/2024 | 1.62% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 60,000 | 36,849 | 54,790 CHF | 33,714 CHF | 44.81% | 44.81% |
08/07/2024 | 2.40% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 70,727 | 30,001 | 54,859 CHF | 24,107 CHF | 95.89% | 95.89% |
05/07/2024 | 2.96% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 87,391 | 35,337 | 54,632 CHF | 22,881 CHF | 98.36% | 98.36% |
04/07/2024 | 2.97% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 89,944 | 35,255 | 55,689 CHF | 22,394 CHF | 99.17% | 99.17% |
03/07/2024 | 3.03% | 0.61 CHF | 0.62 CHF | 90,000 | 75,000 | 90,000 | 35,204 | 54,733 CHF | 21,951 CHF | 99.69% | 99.69% |
02/07/2024 | 3.20% | 0.58 CHF | 0.59 CHF | 90,000 | 75,000 | 89,902 | 35,140 | 51,847 CHF | 20,976 CHF | 99.69% | 99.69% |