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 | 2.89% | 0.66 CHF | 0.67 CHF | 80,000 | 50,000 | 80,706 | 30,088 | 51,342 CHF | 19,649 CHF | 94.22% | 94.22% |
12/07/2024 | 3.44% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 97,048 | 29,897 | 52,689 CHF | 17,211 CHF | 97.91% | 97.91% |
11/07/2024 | 2.89% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 81,672 | 29,831 | 51,599 CHF | 19,208 CHF | 99.26% | 99.26% |
10/07/2024 | 2.92% | 0.64 CHF | 0.65 CHF | 80,000 | 50,000 | 82,840 | 30,005 | 52,144 CHF | 19,408 CHF | 95.80% | 95.80% |
09/07/2024 | 2.34% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 84,148 | 36,849 | 52,593 CHF | 23,177 CHF | 44.81% | 44.81% |
08/07/2024 | 3.81% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 108,050 | 30,002 | 52,862 CHF | 15,548 CHF | 95.88% | 95.88% |
05/07/2024 | 5.40% | 0.41 CHF | 0.42 CHF | 130,000 | 75,000 | 152,106 | 35,337 | 51,603 CHF | 12,779 CHF | 98.35% | 98.35% |
04/07/2024 | 5.47% | 0.34 CHF | 0.35 CHF | 150,000 | 75,000 | 157,302 | 35,255 | 52,303 CHF | 12,291 CHF | 99.17% | 99.17% |
03/07/2024 | 5.62% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 160,283 | 35,205 | 51,461 CHF | 11,850 CHF | 99.68% | 99.68% |
02/07/2024 | 6.29% | 0.30 CHF | 0.31 CHF | 170,000 | 75,000 | 178,116 | 35,140 | 51,453 CHF | 10,875 CHF | 99.68% | 99.68% |