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 | 3.00% | 0.70 CHF | 0.72 CHF | 80,000 | 50,000 | 79,621 | 50,000 | 55,100 CHF | 35,668 CHF | 98.73% | 98.73% |
12/07/2024 | 3.23% | 0.67 CHF | 0.69 CHF | 80,000 | 50,000 | 83,910 | 50,000 | 52,670 CHF | 32,476 CHF | 99.38% | 99.38% |
11/07/2024 | 3.46% | 0.61 CHF | 0.63 CHF | 90,000 | 50,000 | 90,239 | 50,000 | 52,234 CHF | 29,964 CHF | 95.06% | 95.06% |
10/07/2024 | 3.82% | 0.53 CHF | 0.55 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 51,958 CHF | 26,990 CHF | 99.42% | 99.42% |
09/07/2024 | 5.07% | 0.53 CHF | 0.56 CHF | 25,000 | 25,000 | 29,353 | 26,552 | 16,696 CHF | 15,909 CHF | 97.84% | 97.84% |
08/07/2024 | 2.08% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 92,760 | 50,000 | 52,764 CHF | 29,084 CHF | 98.23% | 98.23% |
05/07/2024 | 2.16% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 99,626 | 50,000 | 53,264 CHF | 27,348 CHF | 99.56% | 99.56% |
04/07/2024 | 2.29% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 100,328 | 50,000 | 52,146 CHF | 26,596 CHF | 98.25% | 98.25% |
03/07/2024 | 2.61% | 0.47 CHF | 0.49 CHF | 110,000 | 50,000 | 113,246 | 50,000 | 51,909 CHF | 23,555 CHF | 97.40% | 97.40% |
02/07/2024 | 2.82% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 124,659 | 49,972 | 51,334 CHF | 21,194 CHF | 93.48% | 93.48% |