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 | 3.21% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 90,576 | 30,092 | 51,621 CHF | 17,655 CHF | 94.18% | 94.18% |
12/07/2024 | 3.93% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 108,468 | 29,900 | 51,614 CHF | 15,220 CHF | 97.88% | 97.88% |
11/07/2024 | 3.23% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 91,525 | 29,834 | 51,763 CHF | 17,235 CHF | 99.23% | 99.23% |
10/07/2024 | 3.25% | 0.57 CHF | 0.59 CHF | 90,000 | 50,000 | 92,461 | 30,008 | 52,063 CHF | 17,414 CHF | 95.76% | 95.76% |
09/07/2024 | 2.61% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 94,405 | 36,852 | 52,720 CHF | 20,725 CHF | 44.80% | 44.80% |
08/07/2024 | 4.42% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 123,534 | 30,005 | 52,052 CHF | 13,541 CHF | 95.83% | 95.83% |
05/07/2024 | 6.69% | 0.34 CHF | 0.35 CHF | 150,000 | 75,000 | 187,407 | 35,339 | 50,976 CHF | 10,403 CHF | 98.32% | 98.32% |
04/07/2024 | 6.79% | 0.27 CHF | 0.28 CHF | 190,000 | 75,000 | 191,466 | 35,255 | 50,777 CHF | 9,918 CHF | 99.17% | 99.17% |
03/07/2024 | 7.08% | 0.26 CHF | 0.27 CHF | 200,000 | 75,000 | 201,572 | 35,209 | 51,072 CHF | 9,472 CHF | 99.65% | 99.65% |
02/07/2024 | 8.16% | 0.23 CHF | 0.24 CHF | 230,000 | 75,000 | 230,977 | 35,141 | 51,022 CHF | 8,491 CHF | 99.65% | 99.65% |