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 | 2.13% | 0.89 CHF | 0.89 CHF | 60,000 | 50,000 | 60,039 | 30,081 | 51,918 CHF | 26,514 CHF | 94.18% | 94.18% |
12/07/2024 | 2.40% | 0.86 CHF | 0.87 CHF | 60,000 | 50,000 | 68,212 | 29,897 | 52,642 CHF | 24,039 CHF | 97.91% | 97.91% |
11/07/2024 | 2.12% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 61,219 | 29,831 | 52,678 CHF | 26,028 CHF | 99.26% | 99.26% |
10/07/2024 | 2.15% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 60,869 | 30,005 | 52,273 CHF | 26,285 CHF | 95.80% | 95.80% |
09/07/2024 | 1.72% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 63,962 | 36,849 | 54,582 CHF | 31,615 CHF | 44.81% | 44.81% |
08/07/2024 | 2.60% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 73,253 | 30,001 | 52,620 CHF | 22,404 CHF | 95.88% | 95.88% |
05/07/2024 | 3.26% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 89,803 | 35,337 | 51,053 CHF | 20,868 CHF | 98.36% | 98.36% |
04/07/2024 | 3.26% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 90,142 | 35,259 | 50,669 CHF | 20,383 CHF | 99.13% | 99.13% |
03/07/2024 | 3.32% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 99,015 | 35,205 | 54,549 CHF | 19,937 CHF | 99.68% | 99.68% |
02/07/2024 | 3.55% | 0.53 CHF | 0.54 CHF | 100,000 | 75,000 | 99,571 | 35,140 | 51,701 CHF | 18,963 CHF | 99.69% | 99.69% |