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 | 2.90% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 51,465 | 37,030 | 35,432 CHF | 26,275 CHF | 93.83% | 93.83% |
12/07/2024 | 1.76% | 0.69 CHF | 0.71 CHF | 80,000 | 50,000 | 80,020 | 50,000 | 51,815 CHF | 32,955 CHF | 81.74% | 81.74% |
11/07/2024 | 2.32% | 0.67 CHF | 0.68 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,023 CHF | 33,918 CHF | 83.80% | 83.80% |
10/07/2024 | 2.29% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 71,732 | 50,000 | 52,612 CHF | 37,589 CHF | 98.55% | 98.55% |
09/07/2024 | 2.07% | 0.80 CHF | 0.81 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,740 CHF | 39,916 CHF | 100.00% | 100.00% |
08/07/2024 | 2.11% | 0.77 CHF | 0.79 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,186 CHF | 38,800 CHF | 99.53% | 99.53% |
05/07/2024 | 2.03% | 0.79 CHF | 0.81 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,120 CHF | 40,178 CHF | 98.87% | 98.87% |
04/07/2024 | 3.13% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 28,089 | 27,135 | 23,095 CHF | 22,984 CHF | 86.95% | 86.95% |
03/07/2024 | 3.10% | 0.82 CHF | 0.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,654 CHF | 21,304 CHF | 99.65% | 99.65% |
02/07/2024 | 3.15% | 0.79 CHF | 0.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,555 CHF | 21,213 CHF | 98.48% | 98.48% |