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 | 2.46% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 70,000 | 30,084 | 52,450 CHF | 23,043 CHF | 94.16% | 94.16% |
12/07/2024 | 2.83% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 78,310 | 29,899 | 51,371 CHF | 20,580 CHF | 97.89% | 97.89% |
11/07/2024 | 2.46% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 71,111 | 29,833 | 52,981 CHF | 22,587 CHF | 99.23% | 99.23% |
10/07/2024 | 2.48% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 70,738 | 30,007 | 52,562 CHF | 22,809 CHF | 95.77% | 95.77% |
09/07/2024 | 1.99% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 73,923 | 36,853 | 54,541 CHF | 27,346 CHF | 44.79% | 44.79% |
08/07/2024 | 3.10% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 88,029 | 30,004 | 52,968 CHF | 18,920 CHF | 95.85% | 95.85% |
05/07/2024 | 4.02% | 0.52 CHF | 0.53 CHF | 100,000 | 75,000 | 117,562 | 35,338 | 53,105 CHF | 16,745 CHF | 98.33% | 98.33% |
04/07/2024 | 4.10% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 120,000 | 35,259 | 53,428 CHF | 16,265 CHF | 99.13% | 99.13% |
03/07/2024 | 4.21% | 0.44 CHF | 0.45 CHF | 120,000 | 75,000 | 120,000 | 35,209 | 52,044 CHF | 15,817 CHF | 99.65% | 99.65% |
02/07/2024 | 4.57% | 0.41 CHF | 0.42 CHF | 130,000 | 75,000 | 129,265 | 35,143 | 51,937 CHF | 14,838 CHF | 99.66% | 99.66% |