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 | 4.13% | 0.46 CHF | 0.47 CHF | 110,000 | 50,000 | 119,603 | 30,091 | 52,792 CHF | 13,789 CHF | 94.19% | 94.19% |
12/07/2024 | 5.32% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 150,088 | 29,899 | 51,978 CHF | 11,375 CHF | 97.89% | 97.89% |
11/07/2024 | 4.15% | 0.39 CHF | 0.40 CHF | 130,000 | 50,000 | 121,144 | 29,833 | 52,904 CHF | 13,398 CHF | 99.23% | 99.23% |
10/07/2024 | 4.21% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 121,132 | 30,008 | 52,621 CHF | 13,546 CHF | 95.76% | 95.76% |
09/07/2024 | 3.37% | 0.39 CHF | 0.40 CHF | 130,000 | 50,000 | 120,526 | 36,853 | 51,606 CHF | 15,979 CHF | 44.79% | 44.79% |
08/07/2024 | 6.36% | 0.34 CHF | 0.35 CHF | 150,000 | 50,000 | 176,244 | 30,005 | 51,378 CHF | 9,685 CHF | 95.84% | 95.84% |
05/07/2024 | 12.40% | 0.21 CHF | 0.22 CHF | 240,000 | 75,000 | 355,385 | 35,338 | 50,716 CHF | 5,851 CHF | 98.32% | 98.32% |
04/07/2024 | 12.82% | 0.14 CHF | 0.15 CHF | 360,000 | 75,000 | 372,164 | 35,255 | 50,666 CHF | 5,369 CHF | 99.17% | 99.17% |
03/07/2024 | 13.97% | 0.13 CHF | 0.14 CHF | 390,000 | 75,000 | 407,691 | 35,208 | 50,492 CHF | 4,919 CHF | 99.65% | 99.65% |
02/07/2024 | 18.88% | 0.10 CHF | 0.11 CHF | 500,000 | 75,000 | 492,592 | 35,143 | 44,971 CHF | 3,942 CHF | 99.66% | 99.66% |