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 | 2.33% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 69,999 | 30,085 | 55,084 CHF | 24,175 CHF | 94.14% | 94.14% |
12/07/2024 | 2.69% | 0.78 CHF | 0.79 CHF | 70,000 | 50,000 | 77,789 | 29,900 | 53,939 CHF | 21,705 CHF | 97.88% | 97.88% |
11/07/2024 | 2.33% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 70,002 | 29,834 | 54,852 CHF | 23,709 CHF | 99.23% | 99.23% |
10/07/2024 | 2.36% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 70,000 | 30,008 | 54,680 CHF | 23,944 CHF | 95.76% | 95.76% |
09/07/2024 | 1.90% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 70,088 | 36,852 | 54,512 CHF | 28,736 CHF | 44.80% | 44.80% |
08/07/2024 | 2.91% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 82,415 | 30,005 | 52,751 CHF | 20,049 CHF | 95.83% | 95.83% |
05/07/2024 | 3.77% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 108,535 | 35,339 | 53,106 CHF | 18,080 CHF | 98.32% | 98.32% |
04/07/2024 | 3.78% | 0.49 CHF | 0.50 CHF | 110,000 | 75,000 | 110,000 | 35,255 | 53,131 CHF | 17,592 CHF | 99.17% | 99.17% |
03/07/2024 | 3.88% | 0.48 CHF | 0.49 CHF | 110,000 | 75,000 | 110,000 | 35,210 | 51,873 CHF | 17,150 CHF | 99.64% | 99.64% |
02/07/2024 | 4.19% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 119,284 | 35,144 | 52,450 CHF | 16,172 CHF | 99.65% | 99.65% |