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 | 80,699 | 30,091 | 51,357 CHF | 19,658 CHF | 94.18% | 94.18% |
12/07/2024 | 3.44% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 97,049 | 29,899 | 52,689 CHF | 17,212 CHF | 97.88% | 97.88% |
11/07/2024 | 2.89% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 81,643 | 29,834 | 51,615 CHF | 19,222 CHF | 99.23% | 99.23% |
10/07/2024 | 2.91% | 0.64 CHF | 0.65 CHF | 80,000 | 50,000 | 82,837 | 30,008 | 52,167 CHF | 19,418 CHF | 95.76% | 95.76% |
09/07/2024 | 2.34% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 84,149 | 36,854 | 52,603 CHF | 23,184 CHF | 44.79% | 44.79% |
08/07/2024 | 3.81% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 108,087 | 30,005 | 52,845 CHF | 15,539 CHF | 95.83% | 95.83% |
05/07/2024 | 5.34% | 0.41 CHF | 0.42 CHF | 130,000 | 75,000 | 152,547 | 35,340 | 51,691 CHF | 12,757 CHF | 98.33% | 98.33% |
04/07/2024 | 5.45% | 0.34 CHF | 0.35 CHF | 150,000 | 75,000 | 157,567 | 35,255 | 52,315 CHF | 12,273 CHF | 99.17% | 99.17% |
03/07/2024 | 5.66% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 160,692 | 35,209 | 51,478 CHF | 11,830 CHF | 99.65% | 99.65% |
02/07/2024 | 6.29% | 0.29 CHF | 0.30 CHF | 180,000 | 75,000 | 178,439 | 35,144 | 51,414 CHF | 10,848 CHF | 99.66% | 99.66% |