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 | 2.61% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 79,434 | 30,086 | 55,674 CHF | 21,592 CHF | 94.21% | 94.21% |
12/07/2024 | 3.05% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 87,786 | 29,897 | 53,383 CHF | 19,142 CHF | 97.91% | 97.91% |
11/07/2024 | 2.63% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 79,353 | 29,831 | 55,320 CHF | 21,138 CHF | 99.27% | 99.27% |
10/07/2024 | 2.65% | 0.71 CHF | 0.72 CHF | 80,000 | 50,000 | 79,911 | 30,005 | 55,535 CHF | 21,355 CHF | 95.81% | 95.81% |
09/07/2024 | 2.13% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 75,049 | 36,849 | 51,760 CHF | 25,566 CHF | 44.81% | 44.81% |
08/07/2024 | 3.36% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 95,102 | 30,001 | 52,692 CHF | 17,489 CHF | 95.89% | 95.89% |
05/07/2024 | 4.55% | 0.48 CHF | 0.49 CHF | 110,000 | 75,000 | 128,671 | 35,337 | 52,012 CHF | 15,071 CHF | 98.36% | 98.36% |
04/07/2024 | 4.62% | 0.40 CHF | 0.41 CHF | 130,000 | 75,000 | 130,000 | 35,255 | 51,670 CHF | 14,581 CHF | 99.17% | 99.17% |
03/07/2024 | 4.68% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 132,147 | 35,203 | 51,023 CHF | 14,139 CHF | 99.69% | 99.69% |
02/07/2024 | 5.16% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 147,778 | 35,140 | 52,323 CHF | 13,165 CHF | 99.69% | 99.69% |