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 | 2.67% | 0.71 CHF | 0.72 CHF | 80,000 | 50,000 | 79,874 | 30,091 | 54,787 CHF | 21,142 CHF | 94.16% | 94.16% |
12/07/2024 | 3.16% | 0.68 CHF | 0.69 CHF | 80,000 | 50,000 | 87,788 | 29,899 | 52,026 CHF | 18,685 CHF | 97.88% | 97.88% |
11/07/2024 | 2.69% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 80,232 | 29,834 | 54,728 CHF | 20,694 CHF | 99.23% | 99.23% |
10/07/2024 | 2.70% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 80,000 | 30,008 | 54,391 CHF | 20,903 CHF | 95.77% | 95.77% |
09/07/2024 | 2.18% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 79,804 | 36,852 | 53,888 CHF | 25,006 CHF | 44.80% | 44.80% |
08/07/2024 | 3.46% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 98,049 | 30,005 | 52,784 CHF | 17,019 CHF | 95.83% | 95.83% |
05/07/2024 | 4.73% | 0.46 CHF | 0.47 CHF | 110,000 | 75,000 | 134,944 | 35,342 | 52,375 CHF | 14,508 CHF | 98.33% | 98.33% |
04/07/2024 | 4.81% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 138,939 | 35,255 | 52,994 CHF | 14,017 CHF | 99.17% | 99.17% |
03/07/2024 | 4.90% | 0.38 CHF | 0.39 CHF | 140,000 | 75,000 | 140,050 | 35,209 | 51,823 CHF | 13,574 CHF | 99.65% | 99.65% |
02/07/2024 | 5.39% | 0.34 CHF | 0.35 CHF | 150,000 | 75,000 | 152,473 | 35,144 | 51,514 CHF | 12,595 CHF | 99.66% | 99.66% |