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 | 2.44% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 86,661 | 75,000 | 52,173 CHF | 46,363 CHF | 80.37% | 80.37% |
12/07/2024 | 2.12% | 0.63 CHF | 0.65 CHF | 80,000 | 75,000 | 89,082 | 75,000 | 52,883 CHF | 45,537 CHF | 88.14% | 88.14% |
11/07/2024 | 1.84% | 0.59 CHF | 0.60 CHF | 90,000 | 75,000 | 97,422 | 75,000 | 52,603 CHF | 41,314 CHF | 90.87% | 90.87% |
10/07/2024 | 2.10% | 0.48 CHF | 0.49 CHF | 110,000 | 75,000 | 110,013 | 75,000 | 51,936 CHF | 36,157 CHF | 100.00% | 100.00% |
09/07/2024 | 2.07% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 109,433 | 75,000 | 52,264 CHF | 36,625 CHF | 94.95% | 94.95% |
08/07/2024 | 2.04% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 108,697 | 75,000 | 52,657 CHF | 37,097 CHF | 99.31% | 99.31% |
05/07/2024 | 1.90% | 0.49 CHF | 0.50 CHF | 110,000 | 75,000 | 101,342 | 75,000 | 52,718 CHF | 39,797 CHF | 97.54% | 97.54% |
04/07/2024 | 1.97% | 0.51 CHF | 0.52 CHF | 100,000 | 75,000 | 101,731 | 75,000 | 51,056 CHF | 38,412 CHF | 95.45% | 95.45% |
03/07/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 110,000 | 75,000 | 108,228 | 75,000 | 52,109 CHF | 36,895 CHF | 99.90% | 99.90% |
02/07/2024 | 2.37% | 0.43 CHF | 0.44 CHF | 120,000 | 75,000 | 124,244 | 75,000 | 51,686 CHF | 31,981 CHF | 99.90% | 99.90% |