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 | 2.72% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 65,880 | 37,017 | 31,687 CHF | 18,387 CHF | 93.77% | 93.77% |
12/07/2024 | 2.21% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 117,836 | 50,000 | 52,728 CHF | 22,890 CHF | 81.73% | 81.73% |
11/07/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 110,000 | 50,000 | 111,917 | 49,933 | 51,313 CHF | 23,403 CHF | 80.07% | 83.80% |
10/07/2024 | 1.90% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 101,702 | 50,000 | 53,149 CHF | 26,673 CHF | 98.55% | 98.55% |
09/07/2024 | 1.76% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 92,771 | 50,000 | 52,184 CHF | 28,649 CHF | 100.00% | 100.00% |
08/07/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 98,851 | 50,000 | 53,550 CHF | 27,597 CHF | 100.00% | 100.00% |
05/07/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 93,073 | 50,000 | 52,673 CHF | 28,834 CHF | 98.87% | 98.87% |
04/07/2024 | 2.69% | 0.62 CHF | 0.63 CHF | 90,000 | 50,000 | 30,552 | 27,135 | 18,452 CHF | 16,771 CHF | 86.95% | 86.95% |
03/07/2024 | 2.56% | 0.60 CHF | 0.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,181 CHF | 15,575 CHF | 99.73% | 99.73% |
02/07/2024 | 2.76% | 0.57 CHF | 0.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,111 CHF | 15,534 CHF | 98.47% | 98.47% |