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 | 2.46% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 70,000 | 30,088 | 52,457 CHF | 23,050 CHF | 94.22% | 94.22% |
12/07/2024 | 2.85% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 78,308 | 29,897 | 51,390 CHF | 20,591 CHF | 97.91% | 97.91% |
11/07/2024 | 2.46% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 71,111 | 29,831 | 52,981 CHF | 22,585 CHF | 99.26% | 99.26% |
10/07/2024 | 2.47% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 70,738 | 30,005 | 52,570 CHF | 22,810 CHF | 95.80% | 95.80% |
09/07/2024 | 1.99% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 73,902 | 36,849 | 54,546 CHF | 27,353 CHF | 44.81% | 44.81% |
08/07/2024 | 3.09% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 87,908 | 30,001 | 52,956 CHF | 18,939 CHF | 95.89% | 95.89% |
05/07/2024 | 4.01% | 0.52 CHF | 0.53 CHF | 100,000 | 75,000 | 117,526 | 35,337 | 53,203 CHF | 16,779 CHF | 98.36% | 98.36% |
04/07/2024 | 4.10% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 120,000 | 35,259 | 53,547 CHF | 16,300 CHF | 99.13% | 99.13% |
03/07/2024 | 4.20% | 0.44 CHF | 0.45 CHF | 120,000 | 75,000 | 120,000 | 35,204 | 52,171 CHF | 15,852 CHF | 99.69% | 99.69% |
02/07/2024 | 4.54% | 0.41 CHF | 0.42 CHF | 130,000 | 75,000 | 129,241 | 35,140 | 52,079 CHF | 14,877 CHF | 99.69% | 99.69% |