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 | 3.65% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 79,957 | 30,083 | 40,067 CHF | 15,585 CHF | 94.17% | 94.17% |
12/07/2024 | 4.57% | 0.50 CHF | 0.51 CHF | 110,000 | 50,000 | 80,988 | 29,897 | 33,817 CHF | 13,175 CHF | 97.91% | 97.91% |
11/07/2024 | 3.67% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 81,383 | 29,831 | 40,195 CHF | 15,180 CHF | 99.26% | 99.26% |
10/07/2024 | 3.70% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 80,277 | 30,004 | 39,697 CHF | 15,346 CHF | 95.80% | 95.80% |
09/07/2024 | 2.97% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 94,192 | 36,847 | 45,572 CHF | 18,193 CHF | 44.80% | 44.80% |
08/07/2024 | 5.29% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 85,527 | 30,002 | 31,174 CHF | 11,499 CHF | 95.88% | 95.88% |
05/07/2024 | 8.84% | 0.28 CHF | 0.28 CHF | 190,000 | 75,000 | 106,947 | 35,338 | 22,482 CHF | 8,003 CHF | 98.36% | 98.36% |
04/07/2024 | 9.05% | 0.20 CHF | 0.21 CHF | 250,000 | 75,000 | 113,005 | 35,255 | 22,314 CHF | 7,522 CHF | 99.17% | 99.17% |
03/07/2024 | 9.53% | 0.19 CHF | 0.20 CHF | 270,000 | 75,000 | 116,734 | 35,205 | 21,607 CHF | 7,076 CHF | 99.68% | 99.68% |
02/07/2024 | 11.62% | 0.16 CHF | 0.17 CHF | 320,000 | 75,000 | 122,910 | 35,140 | 19,441 CHF | 6,099 CHF | 99.69% | 99.69% |