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 | 3.45% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 99,823 | 30,084 | 53,049 CHF | 16,492 CHF | 94.15% | 94.15% |
12/07/2024 | 4.23% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 117,755 | 29,899 | 51,472 CHF | 14,066 CHF | 97.88% | 97.88% |
11/07/2024 | 3.45% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 101,085 | 29,833 | 53,278 CHF | 16,082 CHF | 99.23% | 99.23% |
10/07/2024 | 3.49% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 100,891 | 30,008 | 52,934 CHF | 16,253 CHF | 95.77% | 95.77% |
09/07/2024 | 2.80% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 101,590 | 36,854 | 52,742 CHF | 19,302 CHF | 44.79% | 44.79% |
08/07/2024 | 4.85% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 135,216 | 30,005 | 51,758 CHF | 12,385 CHF | 95.83% | 95.83% |
05/07/2024 | 7.74% | 0.31 CHF | 0.31 CHF | 170,000 | 75,000 | 219,369 | 35,315 | 51,146 CHF | 9,029 CHF | 98.25% | 98.25% |
04/07/2024 | 7.92% | 0.23 CHF | 0.24 CHF | 220,000 | 75,000 | 227,543 | 35,259 | 51,515 CHF | 8,550 CHF | 99.13% | 99.13% |
03/07/2024 | 8.34% | 0.22 CHF | 0.23 CHF | 230,000 | 75,000 | 239,376 | 35,209 | 51,341 CHF | 8,107 CHF | 99.65% | 99.65% |
02/07/2024 | 9.77% | 0.19 CHF | 0.20 CHF | 270,000 | 75,000 | 279,447 | 35,144 | 50,876 CHF | 7,126 CHF | 99.66% | 99.66% |